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Multi-Factor Polynomial Diffusion Models and Inter-Temporal Futures Dynamics

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	He, Peilun, Kordzakhia, Nino, Peters, Gareth W., Shevchenko, Pavel V.
Formato:	Preprint
Publicado:	2024
Materias:	Statistical Finance
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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