Work

Principle of smooth fit and diffusions with angles

Year: 2007

Type: article

Source: Stochastics

DOI: 10.1080/17442500601040461

Author: Goran Peskir

Institution: University of Manchester

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2108884032

FWCI: 3.544

Cites: 21

Cited by: 26

Related to: 10