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"Parametrix Approximation of Diffusion Transition Densities."

Francesco Corielli, Paolo Foschi, Andrea Pascucci (2010)

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DOI: 10.1137/080742336

access: closed

type: Journal Article

metadata version: 2017-06-08

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Francesco Corielli, Paolo Foschi, Andrea Pascucci:
Parametrix Approximation of Diffusion Transition Densities. SIAM J. Financial Math. 1(1): 833-867 (2010)

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