Density approximations for multivariate affine jump-diffusion processes
Year of publication: |
2011
|
---|---|
Authors: | Filipović, Damir ; Mayerhofer, Eberhard ; Schneider, Paul |
Publisher: |
Genève : Swiss Finance Inst. |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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