Polynomial approximation of discounted moments

Chenyu Zhao, Misha van Beek, Peter Spreij, Makhtar Ba

Year of publication:	2025
Authors:	Zhao, Chenyu ; Beek, Misha van ; Spreij, Peter ; Ba, Makhtar
Published in:	Finance and stochastics. - Berlin : Springer, ISSN 1432-1122, ZDB-ID 1467022-7. - Vol. 29.2025, 1, p. 63-95
Subject:	Credit models \| Generator \| Hedging \| Markov processes \| Pricing \| Resolvent \| Short-rate models \| Markov-Kette \| Markov chain \| Kreditrisiko \| Credit risk \| Derivat \| Derivative \| Optionspreistheorie \| Option pricing theory \| Stochastischer Prozess \| Stochastic process

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