Affine and polynomial processes

Metadata Label Value
Author(s): Cuchiero, Christa
Publisher: ETH
Citation:

Cuchiero, Christa. Affine and polynomial processes. ETH (2011). http://dx.doi.org/10.3929/ethz-a-006715885

Document Type: Doctoral and Habilitation Theses  
Documents: Abstract (135.21KB) , Fulltext (1.00MB)
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Detailed Information

Metadata Description
Title Affine and polynomial processes
Author(s) Cuchiero, Christa
Publication Place Zürich
Publisher ETH
Publication Date 2011
Notes Diss., Eidgenössische Technische Hochschule ETH Zürich, Nr. 19652, 2011
Language English
DOI http://dx.doi.org/10.3929/ethz-a-006715885
Subject(s) Mathematical Statistics
Keyword(s) MARKOV PROCESSES
PROBABILITY THEORY
SPECIAL STOCHASTIC PROCESSES
MARTINGALES
SEMIMARTINGALES
VOLATILITY
STOCK EXCHANGE QUOTATIONS
Description File Name MIME Type Size
Abstract   eth-4629-01.pdf application/pdf 135.21KB
Fulltext   eth-4629-02.pdf application/pdf 1.00MB
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E-Collection record created: Sat, 03 Dec 2011, 05:43:46 CET