A square root process for modelling correlation.

MaRDI QIDQ3584103zbMATH OpenFDO

Authors Cathrin Van Emmerich

Publication date 19 August 2010

Full work available at URL http://elpub.bib.uni-wuppertal.de/edocs/dokumente/fbc/mathematik/diss2007/emmerich/

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Microeconomic theory (price theory and economic markets) (91B24)

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