Correlators of polynomial processes (Q5013833)
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scientific article; zbMATH DE number 7438176
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Correlators of polynomial processes |
scientific article; zbMATH DE number 7438176 |
Statements
Correlators of Polynomial Processes (English)
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2 December 2021
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polynomial jump-diffusion process
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correlators
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eliminating and duplicating matrices
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generator matrix
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Hankel matrix
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stochastic volatility
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path-dependent option
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Greeks
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0.7636661529541016
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0.7576684355735779
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0.7470844984054565
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0.7126763463020325
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0.7019752860069275
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