✦ LIBER ✦
Approximation of transition densities of stochastic differential equations by saddlepoint methods applied to small-time Ito–Taylor sample-path expansions
✍ Scribed by S. P. Preston; Andrew T. A. Wood
- Book ID
- 106537310
- Publisher
- Springer US
- Year
- 2011
- Tongue
- English
- Weight
- 574 KB
- Volume
- 22
- Category
- Article
- ISSN
- 0960-3174
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