Marginal density expansions for diffusions and stochastic volatility, part II: Applications [to the Stein--Stein model] (Q6242267): Difference between revisions

From MaRDI portal
Created a new Item
 
Added link to MaRDI item.
 
links / mardi / namelinks / mardi / name
 

Latest revision as of 07:46, 10 July 2024

scientific article; zbMATH DE number 900162816
Language Label Description Also known as
English
Marginal density expansions for diffusions and stochastic volatility, part II: Applications [to the Stein--Stein model]
scientific article; zbMATH DE number 900162816

    Statements

    29 May 2013
    0 references
    math.PR
    0 references
    q-fin.PR
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references