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dc.contributor.author
Svaluto-Ferro, Sara
dc.contributor.supervisor
Larsson, Martin
dc.contributor.supervisor
Teichmann, Josef
dc.contributor.supervisor
Kallsen, Jan
dc.date.accessioned
2018-11-15T06:40:07Z
dc.date.available
2018-11-14T16:32:29Z
dc.date.available
2018-11-15T06:40:07Z
dc.date.issued
2018
dc.identifier.uri
http://hdl.handle.net/20.500.11850/303781
dc.identifier.doi
10.3929/ethz-b-000303781
dc.format
application/pdf
en_US
dc.language.iso
en
en_US
dc.publisher
ETH Zurich
en_US
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
probability measure-valued processes
en_US
dc.subject
polynomial processes
en_US
dc.subject
Fleming–Viot type processes
en_US
dc.subject
interacting particle systems
en_US
dc.subject
martingale problem
en_US
dc.subject
maximum principle
en_US
dc.subject
dual process
en_US
dc.subject
unit simplex
en_US
dc.subject
stochastic models with jumps
en_US
dc.subject
Wright- Fisher diffusion
en_US
dc.subject
stochastic invariance
en_US
dc.title
Probability measure-valued jump-diffusions in finance and related topics
en_US
dc.type
Doctoral Thesis
dc.rights.license
In Copyright - Non-Commercial Use Permitted
dc.date.published
2018-11-15
ethz.size
143 p.
en_US
ethz.code.ddc
DDC - DDC::5 - Science::510 - Mathematics
ethz.grant
Tractable Stopping Problems in Finance
en_US
ethz.identifier.diss
25227
en_US
ethz.publication.place
Zurich
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::09546 - Larsson, Martin (ehemalig) / Larsson, Martin (former)
en_US
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::09546 - Larsson, Martin (ehemalig) / Larsson, Martin (former)
en_US
ethz.grant.agreementno
163425
ethz.grant.fundername
SNF
ethz.grant.funderDoi
10.13039/501100001711
ethz.grant.program
Projektförderung in Mathematik, Natur- und Ingenieurwissenschaften (Abteilung II)
ethz.relation.hasPart
10.1214/17-AAP1363
ethz.date.deposited
2018-11-14T16:32:41Z
ethz.source
FORM
ethz.eth
yes
en_US
ethz.availability
Open access
en_US
ethz.rosetta.installDate
2018-11-15T06:40:42Z
ethz.rosetta.lastUpdated
2021-02-15T02:29:43Z
ethz.rosetta.versionExported
true
ethz.COinS
ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.atitle=Probability%20measure-valued%20jump-diffusions%20in%20finance%20and%20related%20topics&rft.date=2018&rft.au=Svaluto-Ferro,%20Sara&rft.genre=unknown&rft.btitle=Probability%20measure-valued%20jump-diffusions%20in%20finance%20and%20related%20topics
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