Time-inhomogenous affine processes and affine market models

Stefan Waldenberger

Research output: ThesisDoctoral Thesis

LanguageEnglish
StatusPublished - 2015

Fields of Expertise

  • Information, Communication & Computing

Treatment code (Nähere Zuordnung)

  • Basic - Fundamental (Grundlagenforschung)

Cite this

Time-inhomogenous affine processes and affine market models. / Waldenberger, Stefan.

2015.

Research output: ThesisDoctoral Thesis

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title = "Time-inhomogenous affine processes and affine market models",
author = "Stefan Waldenberger",
year = "2015",
language = "English",

}

TY - THES

T1 - Time-inhomogenous affine processes and affine market models

AU - Waldenberger,Stefan

PY - 2015

Y1 - 2015

UR - https://online.tugraz.at/tug_online/webnav.navigate_to?corg=2371&cperson_nr=3135

M3 - Doctoral Thesis

ER -