MULTIVARIATE SUBORDINATION OF MARKOV PROCESSES WITH FINANCIAL APPLICATIONS (Q2831000)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MULTIVARIATE SUBORDINATION OF MARKOV PROCESSES WITH FINANCIAL APPLICATIONS |
scientific article |
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MULTIVARIATE SUBORDINATION OF MARKOV PROCESSES WITH FINANCIAL APPLICATIONS (English)
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1 November 2016
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Markov processes
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diffusion
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multiparameter semigroups
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multivariate subordination
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multiple commodities
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stochastic volatility
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