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Polynomial preserving diffusions and applications in finance
Filipović, Damir
;
Larsson, Martin
-
2014
pathwise uniqueness. Existence boils down to a
stochastic
invariance
problem that we solve for semialgebraic state spaces …
Persistent link: https://www.econbiz.de/10010442937
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Polynomial diffusions and applications in finance
Filipović, Damir
;
Larsson, Martin
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 931-972
Persistent link: https://www.econbiz.de/10011570151
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