A path-integral approximation for non-linear diffusions
Luca Capriotti
| Year of publication: |
2020
|
|---|---|
| Authors: | Capriotti, Luca |
| Subject: | Arrow-Debreu pricing | Black-Karasinski model | Derivative pricing | Maximum-likelihood estimation | Path integrals | Stochastic processes | Zero-coupon bonds | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory | Zero-Bond | Zero-coupon bond | CAPM |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2019.1646924 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194852