Semi-parametric modelling in finance: theoretical foundations

DOI10.1088/1469-7688/2/4/201zbMath1408.62171OpenAlexW1971053858MaRDI QIDQ4646785

Rüdiger Kiesel, Nicholas H. Bingham

Publication date: 14 January 2019

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/1469-7688/2/4/201

zbMATH Keywords

Brownian motionmathematical financenoise process

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Brownian motion (60J65)

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