The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes
Year: 2008
Type: preprint
Source: SSRN Electronic Journal
DOI: 10.2139/ssrn.1150110
Institutions: University of Copenhagen, Aarhus University
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W3122834396