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  • Search: subject:"Uniformly distributed Diffusion"
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Year of publication
Subject
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Conic Martingales 1 Correlation 1 Entropie 1 Entropy 1 Korrelation 1 Martingal 1 Martingale 1 Maximum Entropy Stochastic Correlation 1 Maximum Entropy Stochastic Recovery Rates 1 Mean Reversion 1 Mean Reverting Uniform Diffusion 1 Mean Reverting Uniform SDE 1 Mean reversion 1 Peacock Process 1 Simulation 1 Statistical distribution 1 Statistische Verteilung 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Uniform Martingale Diffusions 1 Uniform SDE Simulation 1 Uniformly distributed Diffusion 1 Uniformly distributed Stochastic Differential Equation 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1
Author
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Brigo, Damiano 1 Jeanblanc, Monique 1 Vrins, Frédéric 1
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CORE discussion papers : DP 1
Source
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ECONIS (ZBW) 1
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SDEs with uniform distributions : peacocks, conic martingales and mean reverting uniform diffusions
Brigo, Damiano; Jeanblanc, Monique; Vrins, Frédéric - 2016 - This version: December 9, 2016
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011894452
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