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10 - Mathematical Sciences

University of Nottingham

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Output 23 of 215 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

DOI

10.1007/s11222-010-9218-8

Title of journal

Statistics and Computing

Article number

Volume number

Issue number

First page of article

205

ISSN of journal

0960-3174

Year of publication

2012

URL

http://link.springer.com/article/10.1007%2Fs11222-010-9218-8

Number of additional authors

Additional information

Interdisciplinary

Cross-referral requested

Research group

None

Proposed double-weighted

Double-weighted statement

Reserve for a double-weighted output

Non-English

English abstract