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 .
BibTeX
Tags
Press 'enter' for creating the tagPublication'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 |
Associations
- People
- Schneider, Paul (Former researcher)
- Organization
- Financial Engineering und Derivate (Dorfleitner) (Former organization)
- Research areas (ÖSTAT Classification 'Statistik Austria')
- 5323 Econometrics (Details)