Polar sets of anisotropic Gaussian random fields
Year of publication: |
2009-11
|
---|---|
Authors: | Söhl, Jakob |
Institutions: | Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät |
Subject: | Anisotropic Gaussian fields | Hitting probabilities | Polar sets | Hausdorff dimension | European option | Jump diffusion | Calibration |
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