Change of drift in one-dimensional diffusions
Sascha Desmettre, Gunther Leobacher, L. C. G. Rogers
| Year of publication: |
2021
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|---|---|
| Authors: | Desmettre, Sascha ; Leobacher, Gunther ; Rogers, Leonard C. G. |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 1432-1122, ZDB-ID 1467022-7. - Vol. 25.2021, 2, p. 359-381
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| Subject: | One-dimensional diffusions | Change of measure | Heston model | Feller condition | Free lunch with vanishing risk | Theorie | Theory | Innovationsdiffusion | Innovation diffusion | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-021-00451-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012499738