Small-time expansions for local jump-diffusion models with infinite jump activity (Q395997)

From MaRDI portal
Revision as of 21:33, 20 June 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Small-time expansions for local jump-diffusion models with infinite jump activity
scientific article

    Statements

    title
    Small-time expansions for local jump-diffusion models with infinite jump activity (English)
    0 references
    author
    Yankeng Luo
    0 references
    Cheng Ouyang
    0 references
    published in
    Bernoulli
    0 references
    publication date
    8 August 2014
    0 references

    Identifiers

    DOI
    10.3150/13-BEJ518
    0 references
     
      Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q395997&oldid=458085"
      Powered by MediaWiki