Analytical approximation of the transition density in a local volatility model
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2012-02-01
|
| Series: | Open Mathematics |
| Subjects: | |
| Online Access: | https://doi.org/10.2478/s11533-011-0115-y |