default search action

combined dblp search
author search
venue search
publication search

ask others

"Low-Dimensional Approximations of High-Dimensional Asset Price Models."

Martin Redmann, Christian Bayer, Pawan Goyal (2021)

> Home

Details and statistics

DOI: 10.1137/20M1325666

access: closed

type: Journal Article

metadata version: 2021-06-24

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamfm/RedmannBG21
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamfm/RedmannBG21
Martin Redmann, Christian Bayer, Pawan Goyal:
Low-Dimensional Approximations of High-Dimensional Asset Price Models. SIAM J. Financial Math. 12(1): 1-28 (2021)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.