Transitional densities of diffusion processess: of diffusion process:a new approach to solving the fokker planck equation
Hurn,A.S Et al.
Transitional densities of diffusion processess: of diffusion process:a new approach to solving the fokker planck equation 2007 - 2007 - 86 - 94 V. 14 Issue. 4
Derivatives
Probability density function;PDF;Cumulative distribution function;CDF;Financial modeling;LIBOR;Stochastic differential equation;SDE;
Transitional densities of diffusion processess: of diffusion process:a new approach to solving the fokker planck equation 2007 - 2007 - 86 - 94 V. 14 Issue. 4
Derivatives
Probability density function;PDF;Cumulative distribution function;CDF;Financial modeling;LIBOR;Stochastic differential equation;SDE;