Polynomial diffusions and applications in finance - Research Collection

Metadata only

Author

Filipović, Damir

Larsson, Martin

Date

2016-10

Type

Journal Article

Citations

Cited 39 times in Web of Science

Cited 47 times in Scopus

ETH Bibliography

yes

Altmetrics

Publication status

published

External links

https://doi.org/10.1007/s00780-016-0304-4

Journal / series

Finance and Stochastics

Volume

20(4)

Pages / Article No.

931 - 972

Publisher

Springer

Subject

Boundary attainment; Moment problem; Polynomial diffusion models in finance; Polynomial diffusions; Stochastic invariance

Organisational unit

09546 - Larsson, Martin (ehemalig) / Larsson, Martin (former)

Related publications and datasets

Is new version of: http://hdl.handle.net/20.500.11850/97293

Notes

Published online 14 June 2016.

More

Show all metadata

Citations

Cited 39 times in Web of Science

Cited 47 times in Scopus

ETH Bibliography

yes

Altmetrics