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"Approximation of transition densities of stochastic differential equations ..."

S. P. Preston, Andrew T. A. Wood (2012)

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DOI: 10.1007/S11222-010-9218-8

access: closed

type: Journal Article

metadata version: 2023-03-21

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S. P. Preston, Andrew T. A. Wood:
Approximation of transition densities of stochastic differential equations by saddlepoint methods applied to small-time Ito-Taylor sample-path expansions. Stat. Comput. 22(1): 205-217 (2012)

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