| 000 | 00647nam a2200181Ia 4500 | ||
|---|---|---|---|
| 008 | 100324s9999 xx 000 0 und d | ||
| 100 | _aHurn,A.S Et al. | ||
| 240 | _aJournal of Derivatives (Q) | ||
| 245 | _aTransitional densities of diffusion processess: of diffusion process:a new approach to solving the fokker planck equation | ||
| 246 | _f2007 | ||
| 260 | _c2007 | ||
| 300 |
_bV. 14 _cIssue. 4 _a86 - 94 |
||
| 366 | _b2007 | ||
| 366 | _bSummer | ||
| 650 | _aDerivatives | ||
| 653 | _aProbability density function;PDF;Cumulative distribution function;CDF;Financial modeling;LIBOR;Stochastic differential equation;SDE; | ||
| 942 | _cJA | ||
| 999 |
_c46189 _d46189 |
||