Transition Densities of Diffusion Processes: Numerical Comparison of Approximation Techniques
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Transition Densities of Diffusion Processes: Numerical Comparison of Approximation Techniques. / Jensen, Bjarke; Poulsen, Rolf.
In: Journal of Derivatives, Vol. 9, No. 4, 2002, p. 18-32.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Jensen, B & Poulsen, R 2002, 'Transition Densities of Diffusion Processes: Numerical Comparison of Approximation Techniques', Journal of Derivatives, vol. 9, no. 4, pp. 18-32.
APA
Jensen, B., & Poulsen, R. (2002). Transition Densities of Diffusion Processes: Numerical Comparison of Approximation Techniques. Journal of Derivatives, 9(4), 18-32.
Vancouver
Jensen B, Poulsen R. Transition Densities of Diffusion Processes: Numerical Comparison of Approximation Techniques. Journal of Derivatives. 2002;9(4):18-32.
Author
Bibtex
@article{9ade29d074c211dbbee902004c4f4f50,
title = "Transition Densities of Diffusion Processes: Numerical Comparison of Approximation Techniques",
abstract = "Diffusion Process",
author = "Bjarke Jensen and Rolf Poulsen",
year = "2002",
language = "English",
volume = "9",
pages = "18--32",
journal = "Journal of Derivatives",
issn = "1074-1240",
publisher = "Institutional Investor",
number = "4",
}
RIS
TY - JOUR
T1 - Transition Densities of Diffusion Processes: Numerical Comparison of Approximation Techniques
AU - Jensen, Bjarke
AU - Poulsen, Rolf
PY - 2002
Y1 - 2002
N2 - Diffusion Process
AB - Diffusion Process
M3 - Journal article
VL - 9
SP - 18
EP - 32
JO - Journal of Derivatives
JF - Journal of Derivatives
SN - 1074-1240
IS - 4
ER -
ID: 78589