Young Jun Lee

Bocconi University

Via Sarfatti, 25

Milan, 20136

Italy

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Closed-Form Approximations of Moments and Densities of Continuous Time Markov Models

Number of pages: 40 Posted: 27 Jul 2023

Dennis Kristensen, Young Jun Lee and Antonio Mele

University College London, Bocconi University and University of Lugano

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