Polynomial diffusions and applications in finance

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Publication:331360

DOI10.1007/s00780-016-0304-4zbMath1386.60237arXiv1404.0989OpenAlexW3124361385MaRDI QIDQ331360

Damir Filipović, Martin Larsson

Publication date: 27 October 2016

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.0989




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