Transitional densities of diffusion processes : a new approach to solving the Fokker-Plank equation

A. S. Hurn, J. I. Jeisman and K. A. Lindsay

Year of publication:	2007
Authors:	Hurn, Stan ; Jeisman, J. I. ; Lindsay, Kenneth A.
Published in:	The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 14.2007, 4, p. 86-94
Subject:	Stochastischer Prozess \| Stochastic process \| Maximum-Likelihood-Schätzung \| Maximum likelihood estimation \| CAPM \| Zinsstruktur \| Yield curve \| Theorie \| Theory

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