Polynomial diffusions and applications in finance
Damir Filipović, Martin Larsson
| Year of publication: |
October 2016
|
|---|---|
| Authors: | Filipović, Damir ; Larsson, Martin |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 20.2016, 4, p. 931-972
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| Subject: | Polynomial diffusions | Polynomial diffusion models in finance | Stochastic invariance | Boundary attainment | Moment problem | Stochastischer Prozess | Stochastic process | Innovationsdiffusion | Innovation diffusion | Optionspreistheorie | Option pricing theory | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-016-0304-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011570151