Numerical ross recovery for diffusion processes using a PDE approach
Lina von Sydow and Johan Walden
| Year of publication: |
2020
|
|---|---|
| Authors: | Sydow, Lina von ; Walden, Johan |
| Subject: | diffusion process | numerical method | Ross recovery | Theorie | Theory | Stochastischer Prozess | Stochastic process | Numerisches Verfahren | Numerical analysis | Innovationsdiffusion | Innovation diffusion |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1350486X.2020.1730202 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012254095