Polar sets of anisotropic Gaussian random fields
Year of publication: |
2009
|
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Authors: | Söhl, Jakob |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | Analysis | Stochastischer Prozess | Optionspreistheorie | Theorie | Anisotropic Gaussian fields | Hitting probabilities | Polar sets | Hausdorff dimension | European option | Jump diffusion | Calibration |
Series: | SFB 649 Discussion Paper ; 2009-058 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 614459389 [GVK] hdl:10419/39281 [Handle] RePEc:zbw:sfb649:sfb649dp2009-058 [RePEc] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; C14 - Semiparametric and Nonparametric Methods |
Source: |
-
Polar sets of anisotropic Gaussian random fields
Söhl, Jakob, (2009)
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