Quotation Schneider, Paul. 2006. Approximations of Transition Densities for Nonlinear Multivariate Diffusions with an Application to Dynamic Term Structure Models. Multivariate Modelling in Finance and RiskManagement, Sandbjerg, Dänemark, Juni .


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Paper presented at an academic conference or symposium
Language English
Title Approximations of Transition Densities for Nonlinear Multivariate Diffusions with an Application to Dynamic Term Structure Models
Event Multivariate Modelling in Finance and RiskManagement
Year 2006
Date Juni
Country Denmark
Location Sandbjerg
URL http://www.cls.dk/caf/MMF2006/main.php

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People
Schneider, Paul (Former researcher)
Organization
Financial Engineering und Derivate (Dorfleitner) (Former organization)
Research areas (ÖSTAT Classification 'Statistik Austria')
5323 Econometrics (Details)
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