Polynomial processes and their applications to mathematical finance
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Publication:693032
DOI10.1007/s00780-012-0188-xzbMath1270.60079arXiv0812.4740OpenAlexW2063724955MaRDI QIDQ693032
Josef Teichmann, Christa Cuchiero, Martin Keller-Ressel
Publication date: 7 December 2012
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0812.4740
Continuous-time Markov processes on general state spaces (60J25) Stochastic models in economics (91B70)
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