Transition Densities of Diffusion Processes: Numerical Comparison of Approximation Techniques
| Year of publication: |
2002
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|---|---|
| Authors: | Jensen, Bjarke ; Poulsen, Rolf |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 9.2002, 4, p. 18-32
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