Markovian projection onto a displaced diffusion : generic formulas with applications
A. Antonov and T. Misirpashaev
| Year of publication: |
2009
|
|---|---|
| Authors: | Antonov, A. ; Misirpashaev, T. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 12.2009, 4, p. 507-522
|
| Subject: | Markov-Kette | Markov chain | Theorie | Theory | Innovationsdiffusion | Innovation diffusion | Projektmanagement | Project management |
| 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/10003879083