May  3, 2016

Transition Density Approximations for Multivariate Affine Jump Diffusion Processes
Paul Schneider

This web presentation contains the audio and slides of a lecture given at the Fields Institute on April 24, 2010 as part of the Workshop on Financial Econometrics.

Listen to audio presentation:

You may browse the slides in the presentation (a browser capable of displaying PNG graphics is required). Or, you may download a higher-resolution printer-ready version in PDF format (requires Acrobat Reader).

Shown: slide 1, large size.   Next Slide | Switch to small size

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 Image of Slide