Density approximations for multivariate affine jump-diffusion processes
Work
Year: 2013
Type: article
Source: Journal of Econometrics
Institutions École Polytechnique Fédérale de Lausanne, Swiss Finance Institute, Dublin City University, Università della Svizzera italiana
Cites: 61
Cited by: 125
Related to: 10
FWCI: 13.17
Citation percentile (by year/subfield): 99.99
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: green