Approximations for Transition Densities for Nonlinear Multivariate Diffusions with an Application to Dynamic Term Structure Models

Paul Schneider

Publikation: Working/Discussion Paper › Working Paper/Preprint

Originalsprache	Englisch
Publikationsstatus	Veröffentlicht - 1 Okt. 2006

Österreichische Systematik der Wissenschaftszweige (ÖFOS)

TY - UNPB

T1 - Approximations for Transition Densities for Nonlinear Multivariate Diffusions with an Application to Dynamic Term Structure Models

AU - Schneider, Paul

PY - 2006/10/1

Y1 - 2006/10/1

UR - http://ssrn.com/abstract=892234

M3 - Working Paper/Preprint

BT - Approximations for Transition Densities for Nonlinear Multivariate Diffusions with an Application to Dynamic Term Structure Models

ER -