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Journal description
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Details for article 7 of 17 found articles
| Title: |
Explicit Density Approximations for Local Volatility Models Using Heat Kernel Expansions |
| Author: |
Taylor, Stephen Glasgow, Scott Taylor, James Vecer, Jan |
| Appeared in: |
Methodology and computing in applied probability |
| Paging: | Volume 18 (2015) nr. 3 pages 847-867 |
| Year: |
2015 |
| Contents: | |
| Publisher: |
Springer US, New York |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 7 of 17 found articles
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