Stochastic Areas of Diffusions and Applications in Risk Theory
Year of publication: |
2013
|
---|---|
Authors: | Cui, Zhenyu |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Risikomodell | Risk model | Stochastischer Prozess | Stochastic process | Risiko | Risk | Innovationsdiffusion | Innovation diffusion | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (20 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 1, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2362066 [DOI] |
Classification: | C02 - Mathematical Methods ; C63 - Computational Techniques ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Feng, Runhuan, (2015)
-
On the Martingale Property in Stochastic Volatility Models Based on Time-Homogeneous Diffusions
Bernard, Carole, (2014)
-
Density of Generalized Verhulst Process and Bessel Process with Constant Drift
Cui, Zhenyu, (2016)
- More ...
-
Full‐fledged SABR Through Markov Chains
Cui, Zhenyu, (2019)
-
Valuation of VIX and target volatility options with affine GARCH models
Cao, Hongkai, (2020)
-
An efficient and stable method for short maturity Asian options
Chatterjee, Rupak, (2018)
- More ...