Semi-Closed Form Cubature and Applications to Financial Diffusion Models.

R.L. Loeffen, C. Bayer, P. Friz

    Research output: Contribution to journalArticlepeer-review

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    Original languageEnglish
    Pages (from-to)769-782
    Number of pages13
    JournalQuantitative Finance
    Volume13
    Issue number5
    DOIs
    Publication statusPublished - 2013

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