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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) |
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 |
| Description | URL |
|---|---|
| NEBIS Link | http://opac.nebis.ch/F/?local_base=NEBIS&func=find-b&find_code=SYS&request=006715885 |
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| Downloads | 143 |  |
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E-Collection record created: Sat, 03 Dec 2011, 05:43:46 CET