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1104.5326
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Density Approximations for Multivariate Affine Jump-Diffusion Processes
28 April 2011
Damir Filipović
E. Mayerhofer
P. Schneider
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Papers citing
"Density Approximations for Multivariate Affine Jump-Diffusion Processes"
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Title
Closed-form likelihood expansions for multivariate diffusions
Yacine Ait-Sahalia
71
492
0
04 Apr 2008
1
