Functional Ross recovery: theoretical results and empirical tests
DOI10.1016/J.JEDC.2019.103750zbMATH Open1425.91398OpenAlexW2972905485WikidataQ127238815 ScholiaQ127238815MaRDI QIDQ2338541FDOQ2338541
Authors: Yannick Dillschneider, Raimond H. Maurer 
Publication date: 21 November 2019
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2019.103750
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Cited In (7)
- Perron-Frobenius theory recovers more than you might think: the example of limited participation
- The recovery theorem with application to risk management
- Forecasting market index volatility using ross-recovered distributions
- Ross recovery and the term structure of interest rates
- Recovery with unbounded diffusion processes
- Ross recovery with recurrent and transient processes
- Numerical Ross recovery for diffusion processes using a PDE approach
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