Asymptotic Expansion for the Transition Densities of Stochastic Differential Equations Driven by the Gamma Processes
Year of publication: |
2020
|
---|---|
Authors: | Jiang, Fan |
Other Persons: | Zang, Xin (contributor) ; Yang, Jingping (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Optionspreistheorie | Option pricing theory | Analysis | Mathematical analysis |
Extent: | 1 Online-Ressource (31 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 11, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3552353 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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