Polynomial Preserving Diffusions and Applications in Finance
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Date
2014-04-03Type
- Working Paper
ETH Bibliography
yes
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Publication status
publishedExternal links
Journal / series
arXivPages / Article No.
Publisher
Cornell UniversitySubject
Polynominal Diffusions; Polynominal Diffusion Models in Finance; Stochastic invariance; Boundary attainment; Moment problemOrganisational unit
09546 - Larsson, Martin (ehemalig) / Larsson, Martin (former)
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Is previous version of: http://hdl.handle.net/20.500.11850/117708
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ETH Bibliography
yes
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