Moment explosions and stationary distributions in affine diffusion models
Year of publication: |
2010
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Authors: | Glasserman, Paul ; Kim, Kyoung-kuk |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 20.2010, 1, p. 1-33
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Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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