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Polynomial approximation of discounted moments
Zhao, Chenyu
;
Beek, Misha van
;
Spreij, Peter
;
Ba, Makhtar
- In:
Finance and stochastics
29
(
2025
)
1
,
pp. 63-95
Persistent link: https://www.econbiz.de/10015394774
Saved in:
2
Regime switching affine processes with applications to finance
Beek, Misha van
;
Mandjes, Michel
;
Spreij, Peter
; …
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 309-333
Persistent link: https://www.econbiz.de/10012253354
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