Infinite-dimensional polynomial processes
Year of publication: |
2021
|
---|---|
Authors: | Cuchiero, Christa ; Svaluto-Ferro, Sara |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 1432-1122, ZDB-ID 1467022-7. - Vol. 25.2021, 2, p. 383-426
|
Subject: | Polynomial processes | Infinite-dimensional Markov processes | Dual processes | Forward variance models | Rough volatility | VIX options | Signature process | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Markov-Kette | Markov chain | Stochastischer Prozess | Stochastic process |
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