Transition densities of diffusion processes: Numerical comparison of approximation techniques

Journal of Derivatives

Volumn 9, Issue 4, 2002, Pages 18-32

  Jensen, Bjarke ^a   Poulsen, Rolf ^b  

^a SEB Fixed Income Research   (Denmark)

^b UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85016660810     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.2002.319183     Document Type: Article

References (22)

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