Analytical approximation of the transition density in a local volatility model

PAGLIARANI S

•

PASCUCCI A

2012

journal article

Periodico

CENTRAL EUROPEAN JOURNAL OF MATHEMATICS

DOI

10.2478/s11533-011-0115-y

WOS

WOS:000297867600018

Archivio

http://hdl.handle.net/11390/1130651

info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-83055186528

http://www.springerlink.com/content/y467752p5883p057/

Diritti

closed access

Soggetti

Scopus© citazioni

25

Data di acquisizione
Jun 14, 2022

Web of Science© citazioni

25

Data di acquisizione
Mar 25, 2024