Work

The integrated square-root process

Year: 2001

Type: preprint

Source: Minerva Access (University of Melbourne)

Author: Daniel Dufresne

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W41971894

Cites:

Cited by: 109

Related to: 10