Gaussian moving averages, semimartingales and option pricing. (Q2574617)

From MaRDI portal
Revision as of 13:32, 11 June 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Gaussian moving averages, semimartingales and option pricing.
scientific article

    Statements

    title
    Gaussian moving averages, semimartingales and option pricing. (English)
    0 references
    author
    Patrick Cheridito
    0 references
    publication date
    29 November 2005
    0 references
    Mathematics Subject Classification ID
    60G15
    0 references
    60G30
    0 references
    91G20
    0 references
    zbMATH DE Number
    2233809
    0 references
    zbMATH Keywords
    Gaussian processes
    0 references
    moving average representation
    0 references
    semimartingales
    0 references
    equivalent martingale measure
    0 references
    OpenAlex ID
    W2006972204
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2574617&oldid=34464612"
    Powered by MediaWiki