TRANSITIONAL DENSITIES OF DIFFUSION PROCESSES: A New Approach to Solving the Fokker-Planck Equation
| Year of publication: |
2007
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| Authors: | Hurn, A.S. ; Jeisman, J.I. ; Lindsay, K.A. |
| 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. 14.2007, 4, p. 86
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