Explicit form of approximate transition probability density functions of diffusion processes

Economics, Econometrics and Finance

• Volatility 100%
• Price 100%
• Options 100%
• Economics 50%
• Pricing 50%
• Monte Carlo Simulation 50%
• Scientific Modelling 50%

Mathematics

• Approximates 100%
• Transition Probability 100%
• Probability Density Function 100%
• Maximum Likelihood Estimation 25%
• Approximation 12%
• Variables 12%
• Simulation Study 12%
• Modeling 12%
• Monte Carlo 12%
• Closed Form 12%
• Asset Price 12%
• Continuous Time 12%
• Diffusion Model 12%
• Identitymatrix 12%

Computer Science

• Probability Density Function 100%
• maximum-likelihood 25%
• Monte Carlo Simulation 12%
• Modeling 12%
• Simulation Study 12%
• Roles 12%
• Approximation (Algorithm) 12%
• continuous-time 12%
• Diffusion Model 12%
• Identity Matrix 12%