Polynomial processes and their applications to mathematical finance

Publication: Scientific journal › Journal article › peer-review

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@article{03eaf3e478794ac191cb19dea0a5217d,

title = "Polynomial processes and their applications to mathematical finance",

author = "Christa Cuchiero and Martin Keller-Ressel and Josef Teichmann",

year = "2012",

doi = "10.1007/s00780-012-0188-x",

language = "English",

volume = "16",

pages = "711 -- 740",

journal = "Finance and Stochastics",

issn = "0949-2984",

publisher = "Springer Verlag",

number = "4",

}

TY - JOUR

T1 - Polynomial processes and their applications to mathematical finance

AU - Cuchiero, Christa

AU - Keller-Ressel, Martin

AU - Teichmann, Josef

PY - 2012

Y1 - 2012

UR - https://arxiv.org/abs/0812.4740

U2 - 10.1007/s00780-012-0188-x

DO - 10.1007/s00780-012-0188-x

M3 - Journal article

SN - 0949-2984

VL - 16

SP - 711

EP - 740

JO - Finance and Stochastics

JF - Finance and Stochastics

IS - 4

ER -