Time-inhomogeneous polynomial processes-Reference-Cited by-同舟云学术

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Time-inhomogeneous polynomial processes

Published:2019-12-29 Issue:3 Volume:38 Page:527-564
ISSN:0736-2994
Container-title:Stochastic Analysis and Applications
language:en
Short-container-title:Stochastic Analysis and Applications

Author:

Agoitia Hurtado María Fernanda Del Carmen¹,Schmidt Thorsten²³⁴^ORCID

Affiliation:

1. Chemnitz University of Technology, Chemnitz, Germany;

2. Freiburg Institute of Advanced Studies (FRIAS), Freiburg, Germany;

3. University of Strasbourg Institute for Advanced Study (USIAS), Strasbourg, France;

4. University of Freiburg, Department of Mathematical Stochastics, Freiburg, Germany

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/07362994.2019.1703742

Reference24 articles.

1. Polynomial processes and their applications to mathematical finance

2. Multivariate Jacobi process with application to smooth transitions

3. The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes

4. Polynomial diffusions and applications in finance

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Markov-modulated affine processes;Stochastic Processes and their Applications;2022-11

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