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Recovery with Unbounded Diffusion Processes* - MaRDI portal

Recovery with Unbounded Diffusion Processes* (Q4555686)

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scientific article; zbMATH DE number 6981962
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English
Recovery with Unbounded Diffusion Processes*
scientific article; zbMATH DE number 6981962

    Statements

    title
    Recovery with Unbounded Diffusion Processes* (English)
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    author
    Johan Walden
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    publication date
    20 November 2018
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    zbMATH Keywords
    recovery theorem
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    ross recovery
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    asset pricing
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    Identifiers

    DOI
    10.1093/rof/rfw068
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    zbMATH DE Number
    6981962
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    OpenAlex ID
    W3122541860
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