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"An approximation of small-time probability density functions in a general ..."

Le Zhang, Wolfgang M. Schmidt (2016)

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DOI: 10.1016/J.AMC.2015.10.003

access: closed

type: Journal Article

metadata version: 2020-02-21

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Le Zhang, Wolfgang M. Schmidt:
An approximation of small-time probability density functions in a general jump diffusion model. Appl. Math. Comput. 273: 741-758 (2016)

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