Advanced search
Publication Cover
Applied Mathematical Finance Volume 27, 2020 - Issue 1-2
Submit an article Journal homepage
1,050
Views
1
CrossRef citations to date
0
Altmetric
Original Articles

Numerical Ross Recovery for Diffusion Processes Using a PDE Approach

Lina von Sydowa Division of Scientific Computing, Department of Information Technology, Uppsala University, Uppsala, SwedenCorrespondence[email protected]
&
Johan Waldenb University of Lausanne, Swiss Finance Institute, and UC Berkeley, Berkeley, CA, USA
Pages 46-66 | Received 20 Jan 2019, Accepted 12 Feb 2020, Published online: 18 Mar 2020

Reprints and Permissions

Permission is granted subject to the terms of the License under which the work was published. Permission will be required if your reuse is not covered by the terms of the License.

To request a reprint or commercial or derivative permissions for this article, please click on the relevant link below.

Order Reprints Request Permissions

For more information please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.