"Correlators of Polynomial Processes."

Fred Espen Benth, Silvia Lavagnini (2021)

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DOI: 10.1137/21M141556X

access: closed

type: Journal Article

metadata version: 2022-01-21

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Fred Espen Benth, Silvia Lavagnini:
Correlators of Polynomial Processes. SIAM J. Financial Math. 12(4): 1374-1415 (2021)

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