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

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

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@article{cea4827a1fb042a7bb9272e1f67c8ef6,

title = "Semi-Closed Form Cubature and Applications to Financial Diffusion Models.",

author = "R.L. Loeffen and C. Bayer and P. Friz",

year = "2013",

doi = "10.1080/14697688.2012.752102",

language = "English",

volume = "13",

pages = "769--782",

journal = "Quantitative Finance",

issn = "1469-7696",

publisher = "Routledge",

number = "5",

}