Additive subordination and its applications in finance (Q309162)
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scientific article; zbMATH DE number 6624313
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Additive subordination and its applications in finance |
scientific article; zbMATH DE number 6624313 |
Statements
Additive subordination and its applications in finance (English)
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7 September 2016
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Bochner's subordination
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time-inhomogeneous Markov processes
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additive processes
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semimartingales
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spread options
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0.8425766
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0.8411956
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0.8329859
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0.82551444
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0.8224478
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0.8183432
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