Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Finance,Numerical Analysis
Cited by
3 articles.
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1. Abstract polynomial processes;Electronic Journal of Probability;2024-01-01
2. Matrix calculations for moments of Markov processes;Advances in Applied Probability;2022-09-02
3. PRICING ASIAN OPTIONS WITH CORRELATORS;International Journal of Theoretical and Applied Finance;2021-12