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N°16-79: Markov Cubature Rules for Polynomial Processes, D. Filipovic, M. Larsson, and S. Pulido, 2016.

N°16-79: Markov Cubature Rules for Polynomial Processes, D. Filipovic, M. Larsson, and S. Pulido, 2016.

AuthorD. Filipović, M. Larsson, and S. Pulido
Date27 déc. 2016
CatégorieWorking Papers
Linkhttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=2890002

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