Ornstein–Uhlenbeck processes time changed with additive...

Ornstein–Uhlenbeck processes time changed with additive subordinators and their applications in commodity derivative models

Li, Lingfei, Mendoza-Arriaga, Rafael
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
41
Language:
english
Journal:
Operations Research Letters
DOI:
10.1016/j.orl.2013.06.010
Date:
September, 2013
File:
PDF, 498 KB
english, 2013
Conversion to is in progress
Conversion to is failed