Work

Transition Densities of Diffusion Processes

Year: 2002

Type: article

Source: The Journal of Derivatives

DOI: 10.3905/jod.2002.319183

Authors: Bjarke Jensen, Rolf Poulsen

Institution: University of Copenhagen

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1994908910

FWCI: 4.927

Cites: 15

Cited by: 105

Related to: 10