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Density approximations for multivariate affine jump-diffusion processes
Filipović, Damir
;
Mayerhofer, Eberhard
;
Schneider, Paul
- In:
Journal of econometrics
176
(
2013
)
2
,
pp. 93-111
Persistent link: https://www.econbiz.de/10009786528
Saved in:
2
Density approximations for multivariate affine jump-diffusion processes
Filipović, Damir
;
Mayerhofer, Eberhard
;
Schneider, Paul
- In:
Journal of econometrics
176
(
2013
)
2
,
pp. 93-111
Persistent link: https://www.econbiz.de/10010152649
Saved in:
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