A SIMPLE TIME-CONSISTENT MODEL FOR THE FORWARD DENSITY...

International Journal of Theoretical and Applied Finance 2013 / 12 Vol. 16; Iss. 8

A SIMPLE TIME-CONSISTENT MODEL FOR THE FORWARD DENSITY PROCESS

HULT, HENRIK, LINDSKOG, FILIP, NYKVIST, JOHAN
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Volume:
16
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024913500489
Date:
December, 2013
File:
PDF, 720 KB
english, 2013
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