Output details
10 - Mathematical Sciences
University of Nottingham
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Output 0 of 0 in the submission
Article title
Approximation of transition densities of stochastic differential equations by saddlepoint methods applied to small-time Ito-Taylor sample-path expansions
Type
D - Journal article
Title of journal
Statistics and Computing
Article number
-
Volume number
22
Issue number
1
First page of article
205
ISSN of journal
0960-3174
Year of publication
2012
Number of additional authors
1
Additional information
-
Interdisciplinary
-
Cross-referral requested
-
Research group
None
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-