Quotation Schneider, Paul. 2006. Approximations for Transition Densities for Nonlinear Multivariate Diffusions with an Application to Dynamic Term Structure Models.


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Publication'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)
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