Analytical representations for the basic affine jump diffusion
Lingfei Li, Rafael Mendoza-Arriaga, Daniel Mitchell
| Year of publication: |
January 2016
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|---|---|
| Authors: | Li, Lingfei ; Mendoza-Arriaga, Rafael ; Mitchell, Daniel |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 44.2016, 1, p. 121-128
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| Subject: | Network flows | Interdiction | Game theory | Approximation | Spieltheorie |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011455591