Functional analytic (ir-)regularity properties of SABR type processes


Döring, Leif ; Horvath, Blanka ; Teichmann, Josef


DOI: https://doi.org/10.1142/S0219024917500133
URL: https://arxiv.org/abs/1701.02015
Additional URL: https://www.worldscientific.com/doi/10.1142/S02190...
Document Type: Article
Year of publication: 2017
The title of a journal, publication series: International Journal of Theoretical and Applied Finance : IJTAF
Volume: 20
Issue number: 3
Page range: 1750013-1-48
Place of publication: River Edge [u.a.]
Publishing house: World Scientific
ISSN: 0219-0249
Publication language: English
Institution: School of Business Informatics and Mathematics > Stochastik (Döring 2017-)
Subject: 510 Mathematics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Döring, Leif ; Horvath, Blanka ; Teichmann, Josef (2017) Functional analytic (ir-)regularity properties of SABR type processes. International Journal of Theoretical and Applied Finance : IJTAF River Edge [u.a.] 20 3 1750013-1-48 [Article]


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