Microfoundations for diffusion price processes
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Publication:1932534
DOI10.1007/s11579-010-0029-7zbMath1255.91441OpenAlexW1999692847MaRDI QIDQ1932534
Publication date: 20 January 2013
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11579-010-0029-7
Statistical methods; risk measures (91G70) Stochastic models in economics (91B70) Utility theory (91B16) Applications of stochastic analysis (to PDEs, etc.) (60H30) Functional limit theorems; invariance principles (60F17)
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Cites Work
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