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

Paul Schneider

    Publication: Working/Discussion PaperWorking Paper/Preprint

    Original languageEnglish
    Publication statusPublished - 1 Oct 2006

    Austrian Classification of Fields of Science and Technology (ÖFOS)

    • 502025 Econometrics

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