Affine and polynomial processes
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Author / Producer
Date
2011
Publication Type
Doctoral Thesis
ETH Bibliography
yes
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Publication status
published
External links
Editor
Contributors
Examiner : Teichmann, Josef
Examiner : Schachermayer, Walter
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Journal / series
Volume
Pages / Article No.
Publisher
ETH Zurich
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Edition / version
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Date collected
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Subject
VOLATILITÄT (FINANZEN); MARTINGALES + SEMIMARTINGALES (PROBABILITY THEORY); MARKOVPROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); MARTINGALE + SEMIMARTINGALE (WAHRSCHEINLICHKEITSRECHNUNG); VOLATILITY (FINANCE); MARKOV PROCESSES (PROBABILITY THEORY); SPECIAL STOCHASTIC PROCESSES (PROBABILITY THEORY); SPEZIELLE STOCHASTISCHE PROZESSE (WAHRSCHEINLICHKEITSRECHNUNG)
Organisational unit
03845 - Teichmann, Josef / Teichmann, Josef