Infinite-dimensional polynomial processes (Q2022767)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite-dimensional polynomial processes |
scientific article |
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Infinite-dimensional polynomial processes (English)
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29 April 2021
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polynomial processes
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infinite-dimensional Markov processes
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dual processes
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forward variance models
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rough volatility
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VIX options
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signature process
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