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Asymptotic Expansions of Transition Densities for Hybrid Jump-diffusions

✍ Scribed by Yuan-jin Liu; G. Yin

Publisher: Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year: 2004
Tongue: English
Weight: 250 KB
Volume: 20
Category: Article
ISSN: 0168-9673
DOI: 10.1007/s10255-004-0143-5

No coin nor oath required. For personal study only.

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