Related DatabasesWeb of Science You must be logged in with an active subscription to view this.Article DataHistorySubmitted: 30 September 2020Accepted: 22 June 2021Published online: 26 October 2021Keywordscontinuous-time ARMA processes, transition density, pricing derivativesAMS Subject Headings60G99, 91G60, 91G80Publication DataISSN (online): 1945-497XPublisher: Society for Industrial and Appl...