State spaces of multifactor approximations of nonnegative Volterra processes

MaRDI QIDQ6759528arXivFDO

Authors Eduardo Abi Jaber, Christian Bayer, Simon Breneis

Publication date 2024

Published in arXiv

Mathematics Subject Classification ID

Stochastic integral equations (60H20) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Mathematical modeling or simulation for problems pertaining to game theory, economics, and finance (91-10)

arXiv classification

math.PR

This page was built for publication: State spaces of multifactor approximations of nonnegative Volterra processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6759528)