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dc.contributor.author
Cuchiero, Christa
dc.contributor.author
Keller-Ressel, Martin
dc.contributor.author
Teichmann, Josef
dc.date.accessioned
2017-06-10T09:27:10Z
dc.date.available
2017-06-10T09:27:10Z
dc.date.issued
2012-10
dc.identifier.issn
0949-2984
dc.identifier.issn
1432-1122
dc.identifier.other
10.1007/s00780-012-0188-x
dc.identifier.uri
http://hdl.handle.net/20.500.11850/56200
dc.language.iso
en
dc.publisher
Springer
dc.subject
Markov processes
dc.subject
Diffusions with jumps
dc.subject
Affine processes
dc.subject
Analytic tractability
dc.subject
Pricing
dc.subject
Hedging
dc.title
Polynomial processes and their applications to mathematical finance
dc.type
Journal Article
ethz.journal.title
Finance and Stochastics
ethz.journal.volume
16
ethz.journal.issue
4
ethz.journal.abbreviated
Finance stoch.
ethz.pages.start
711
ethz.pages.end
740
ethz.notes
Received 30 December 2008, Accepted 19 March 2012, Published online 3 July 2012.
ethz.identifier.wos
ethz.identifier.nebis
001712229
ethz.publication.place
Berlin
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03845 - Teichmann, Josef / Teichmann, Josef
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03845 - Teichmann, Josef / Teichmann, Josef
ethz.date.deposited
2017-06-10T09:29:33Z
ethz.source
ECIT
ethz.identifier.importid
imp59364fcddb20179666
ethz.ecitpid
pub:90438
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-12T21:14:33Z
ethz.rosetta.lastUpdated
2018-10-01T18:24:19Z
ethz.rosetta.versionExported
true
ethz.COinS
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