Ambit processes and stochastic partial differential equations
Ole E. Barndorff-Nielsen, Fred Espen Benth, and Almut E. D. Veraart
| Year of publication: |
2011
|
|---|---|
| Authors: | Barndorff-Nielsen, Ole E. ; Benth, Fred Espen ; Veraart, Almut E. D. |
| Published in: |
Advanced mathematical methods for finance. - Heidelberg [u.a.] : Springer, ISBN 3-642-18411-1. - 2011, p. 35-74
|
| Subject: | Stochastischer Prozess | Stochastic process | Martingal | Martingale | Modellierung | Scientific modelling | Analysis | Mathematical analysis | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008991339