Schneider, Paul. 2006. Approximations for Transition Densities for Nonlinear Multivariate Diffusions with an Application to Dynamic Term Structure Models.
BibTeX
Tags
Press 'enter' for creating the tagPublication's profile
Status of publication | Published |
---|---|
Affiliation | WU |
Type of publication | Working/discussion paper, preprint |
Language | English |
Title | Approximations for Transition Densities for Nonlinear Multivariate Diffusions with an Application to Dynamic Term Structure Models |
Year | 2006 |
URL | http://ssrn.com/abstract=892234 |
Associations
- People
- Schneider, Paul (Former researcher)
- Organization
- Financial Engineering und Derivate (Dorfleitner) (Former organization)
- Research areas (Ă–STAT Classification 'Statistik Austria')
- 5323 Econometrics (Details)