Solvable Diffusion Models with Linear and Mean-Reverting Nonlinear Drifts

From MaRDI portal
Publication:2962134

DOI10.1137/15M1033502zbMath1355.60059MaRDI QIDQ2962134

R. N. Makarov, Giuseppe Campolieti

Publication date: 16 February 2017

Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)






Cites Work


This page was built for publication: Solvable Diffusion Models with Linear and Mean-Reverting Nonlinear Drifts