Polynomial jump-diffusions on the unit simplex
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Date
2018-08-01Type
- Journal Article
Publication status
publishedExternal links
Journal / series
The Annals of Applied ProbabilityVolume
Pages / Article No.
Publisher
Institute of Mathematical StatisticsSubject
Polynomial processes; unit simplex; stochastic models with jumps; Wright-Fisher diffusion; stochastic invarianceFunding
163425 - Tractable Stopping Problems in Finance (SNF)
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