Francesco Corielli, Paolo Foschi, Andrea Pascucci. Parametrix Approximation of Diffusion Transition Densities. SIAM J. Financial Math., 1(1):833-867, 2010. [doi]
@article{CorielliFP10,
title = {Parametrix Approximation of Diffusion Transition Densities},
author = {Francesco Corielli and Paolo Foschi and Andrea Pascucci},
year = {2010},
doi = {10.1137/080742336},
url = {http://dx.doi.org/10.1137/080742336},
researchr = {https://researchr.org/publication/CorielliFP10},
cites = {0},
citedby = {0},
journal = {SIAM J. Financial Math.},
volume = {1},
number = {1},
pages = {833-867},
}