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1 Ergebnisse
1
On CIR Equations with General Factors:
Barski, Michał
;
Zabczyk, Jerzy
SIAM Journal on Financial Mathematics. 11 (2020) 1 - p. 131-147 , 2020
Link:
https://doi.org/10.1137/19m1292771
RT Journal T1 <Title>On CIR Equations with General Factors</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1137_19m1292771&Exemplar=1&LAN=DE A1 Barski, Michał A1 Zabczyk, Jerzy PB Society for Industrial & Applied Mathematics (SIAM) YR 2020 SN 1945-497X JF SIAM Journal on Financial Mathematics VO 11 IS 1 SP 131 OP 147 LK http://dx.doi.org/https://doi.org/10.1137/19m1292771 DO https://doi.org/10.1137/19m1292771 SF ELIB - SuUB Bremen
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