"Low-dimensional approximations of high-dimensional asset price models."

Martin Redmann, Christian Bayer, Pawan Goyal (2020)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-06-25

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2003-06928
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  - https://dblp.org/rec/journals/corr/abs-2003-06928
Martin Redmann, Christian Bayer, Pawan Goyal:
Low-dimensional approximations of high-dimensional asset price models. CoRR abs/2003.06928 (2020)

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