2 results
The Explicit Laplace Transform for the Wishart Process
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 51 / Issue 3 / September 2014
- Published online by Cambridge University Press:
- 30 January 2018, pp. 640-656
- Print publication:
- September 2014
-
- Article
-
- You have access
- Export citation
Optimal investment strategies in a CIR framework
-
- Journal:
- Journal of Applied Probability / Volume 37 / Issue 4 / December 2000
- Published online by Cambridge University Press:
- 14 July 2016, pp. 936-946
- Print publication:
- December 2000
-
- Article
- Export citation