BibTeX
@MISC{Goovaerts06references,
author = {Marc J. Goovaerts and Roger J. A. Laeven},
title = {References},
year = {2006}
}
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Abstract
This paper presents accurate and easy-computable approximations to the transi-tion density function for general diffusion processes. Maximum likelihood estimation is investigated. Applications to the valuation of derivative securities are briefly dis-cussed.
