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