dc.creator | Moreno Trujillo, John Freddy | |
dc.date.accessioned | 2018-05-09 00:00:00 | |
dc.date.accessioned | 2022-09-08T13:40:39Z | |
dc.date.available | 2018-05-09 00:00:00 | |
dc.date.available | 2022-09-08T13:40:39Z | |
dc.date.created | 2018-05-09 00:00:00 | |
dc.date.created | 2022-09-08T13:40:39Z | |
dc.date.issued | 2018-05-09 | |
dc.identifier | 10.18601/17941113.n13.04 | |
dc.identifier | 2346-2140 | |
dc.identifier | 1794-1113 | |
dc.identifier | https://bdigital.uexternado.edu.co/handle/001/7683 | |
dc.identifier | https://doi.org/10.18601/17941113.n13.04 | |
dc.description.abstract | Se presentan el teorema de recuperación de Ross y la extensión continua de Carr y Yu. Se consideran algunos supuestos iniciales diferentes a los de los autores y se exponen los resultados matemáticos claves para sus demostraciones. Se comenta sobre la distribución de estado estable en el modelo de Ross, y se desarrolla ejemplo del teorema de Carr y Yu en el contexto de una difusión no acotada. | |
dc.description.abstract | The Ross recovery theorem and the continuous extension of Carr and Yu are presented. Some initial assumptions are considered different from those of the authors and the key mathematical results are exposed for their demonstrations. The distribution of steady state in the Ross model is discussed and an example of the Carr and Yu theorem is developed in the context of unbounded diffusion. | |
dc.language | spa | |
dc.publisher | Facultad de Finanzas, Gobierno y Relaciones Internacionales | |
dc.relation | https://revistas.uexternado.edu.co/index.php/odeon/article/download/5338/6521 | |
dc.relation | https://revistas.uexternado.edu.co/index.php/odeon/article/download/5338/6703 | |
dc.relation | Núm. 13 , Año 2017 : Julio-Diciembre | |
dc.relation | 74 | |
dc.relation | 13 | |
dc.relation | 45 | |
dc.relation | Odeon | |
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dc.relation | Moreno Trujillo, J. F. (2012). Valoración de activos contingentes y medidas martingala equivalentes. Bogotá: Universidad Externado de Colombia. | |
dc.relation | Moreno Trujillo, J. F. M. (2015). Modelos estocásticos en finanzas. Bogotá: Universidad Externado de Colombia. | |
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dc.rights | info:eu-repo/semantics/openAccess | |
dc.rights | http://purl.org/coar/access_right/c_abf2 | |
dc.rights | https://creativecommons.org/licenses/by-nc-sa/4.0/ | |
dc.source | https://revistas.uexternado.edu.co/index.php/odeon/article/view/5338 | |
dc.subject | teorema de recuperación | |
dc.subject | teorema de Perron-Frobenious | |
dc.subject | ecuación de Sturm-Lioville | |
dc.subject | estado estable y difusiones no acotadas. | |
dc.subject | Recovery Theorem | |
dc.subject | Perron-Frobenious theorem | |
dc.subject | Sturm-Lioville equation | |
dc.subject | stable state and unbounded diffusions. | |
dc.title | El teorema de recuperación de Ross. Explicación, extensiones y algunas aplicaciones | |
dc.type | Artículo de revista | |