Work

Parametrix Approximation of Diffusion Transition Densities

Year: 2010

Type: article

Source: SIAM Journal on Financial Mathematics

DOI: 10.1137/080742336

Authors: Francesco Corielli, Paolo Foschi, Andrea Pascucci

Institution: Bocconi University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1973003145

FWCI: 7.801

Cites: 35

Cited by: 48

Related to: 10