Multivariate subordination of Markov processes with financial applications (Q2831000)
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scientific article; zbMATH DE number 6646423
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate subordination of Markov processes with financial applications |
scientific article; zbMATH DE number 6646423 |
Statements
1 November 2016
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Markov processes
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diffusion
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multiparameter semigroups
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multivariate subordination
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multiple commodities
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stochastic volatility
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Multivariate subordination of Markov processes with financial applications (English)
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