Open Mathematics (Feb 2012)

Analytical approximation of the transition density in a local volatility model

Pagliarani Stefano,
Pascucci Andrea

Affiliations

Pagliarani Stefano: Università di Padova
Pascucci Andrea: Università di Bologna

DOI: https://doi.org/10.2478/s11533-011-0115-y
Journal volume & issue: Vol. 10, no. 1
pp. 250 – 270

Abstract

No abstracts available.

Published in Open Mathematics

ISSN: 2391-5455 (Online)
Publisher: De Gruyter
Country of publisher: Poland
LCC subjects: Science: Mathematics
Website: https://www.degruyter.com/journal/key/math/html

About the journal