Generalized volatility-stabilized processes
Year of publication: |
2014
|
---|---|
Authors: | Picková, Radka |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 10.2014, 1, p. 101-125
|
Subject: | Stochastic differential equations | Time-change | Stochastic portfolio theory | Arbitrage | Stochastischer Prozess | Stochastic process | Theorie | Theory | Portfolio-Management | Portfolio selection | Analysis | Mathematical analysis | Volatilität | Volatility |
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