Density approximations for multivariate affine jump-diffusion processes
Damir Filipović; Eberhard Mayerhofer; Paul Schneider
| Year of publication: |
2013
|
|---|---|
| Authors: | Filipović, Damir ; Mayerhofer, Eberhard ; Schneider, Paul |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 176.2013, 2, p. 93-111
|
| Subject: | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution | Optionspreistheorie | Option pricing theory | Multivariate Analyse | Multivariate analysis | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009786528