Polynomial processes and their applications to mathematical finance
Metadata only
Date
2012-10Type
- Journal Article
Publication status
publishedJournal / series
Finance and StochasticsVolume
Pages
Publisher
SpringerSubject
Markov processes; Diffusions with jumps; Affine processes; Analytic tractability; Pricing; HedgingOrganisational unit
03845 - Teichmann, Josef
Notes
Received 30 December 2008, Accepted 19 March 2012, Published online 3 July 2012.More
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