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person:"Craddock, Mark"
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Craddock, Mark
Platen, Eckhard
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
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Lie symmetry methods for multidimensional linear, parabolic PDES and diffusions
Craddock, Mark
;
Lennox, Kelly A.
-
2010
Persistent link: https://www.econbiz.de/10008662183
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On explicit probability laws for classes of scalar diffusions
Craddock, Mark
;
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10003857525
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