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International journal of theoretical and applied finance
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Brownian semistationary processes and conditional full support
Pakkanen, Mikko S.
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 579-586
Persistent link: https://www.econbiz.de/10009269353
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Special issue on Barcelona workshop on mathematical finance
Corcuera, José Manuel
(
ed.
);
Schoutens, Wim
(
ed.
); …
-
Barcelona Workshop on Mathematical Finance <2017, Barcelona>
-
2018
Persistent link: https://www.econbiz.de/10011894050
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3
Kyle-Back's model with a random horizon
Corcuera, José Manuel
;
Di Nunno, Giulia
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011854431
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