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Polynomial Jump-Diffusion Models.

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Bibliographic Details
Title: Polynomial Jump-Diffusion Models.
Authors: Filipović, Damir1 (AUTHOR), Larsson, Martin2 (AUTHOR)
Source: Stochastic Systems (INFORMS). Mar2020, Vol. 10 Issue 1, p71-97. 27p.
Database: Mathematics Source
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  Data: Polynomial Jump-Diffusion Models.
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  Data: <searchLink fieldCode="JN" term="%22Stochastic+Systems+%28INFORMS%29%22">Stochastic Systems (INFORMS)</searchLink>. Mar2020, Vol. 10 Issue 1, p71-97. 27p.
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        Value: 10.1287/stsy.2019.0052
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        Text: English
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              Text: Mar2020
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