Polynomial Jump-Diffusion Models
- Filipović, Damir Swiss Finance Institute, Swiss Federal Institute of Technology Lausanne (EPFL), 1015 Lausanne, Switzerland;
- Larsson, Martin ORCID Department of Mathematical Sciences, Carnegie Mellon University, Pittsburgh, Pennsylvania 15213
Published in:
- Stochastic Systems. - Institute for Operations Research and the Management Sciences (INFORMS). - 2020, vol. 10, no. 1, p. 71-97
- Language
-
- English
- Open access status
- gold
- Identifiers
-
- DOI 10.1287/stsy.2019.0052
- ISSN 1946-5238
- Persistent URL
- https://sonar.ch/global/documents/48816
Statistics
Document views: 49
File downloads:
- Full-text: 0