Hurn,A.S Et al. <br/><br/>
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 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Derivatives
<br/><br/><label>Subjects--Index Terms: </label>Probability density function;PDF;Cumulative distribution function;CDF;Financial modeling;LIBOR;Stochastic differential equation;SDE;