Affine Diffusion Processes: Theory and Applications (Q3656687): Difference between revisions

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Latest revision as of 18:14, 19 April 2024

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Affine Diffusion Processes: Theory and Applications
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    13 January 2010
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    Affine processes
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    diffusions
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    bond option pricing
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    short rate models
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    stochastic volatility
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    Riccati differential equations
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    differential inequalities
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    exponential moments
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    math.PR
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