MOMENT EXPLOSIONS AND STATIONARY DISTRIBUTIONS IN AFFINE DIFFUSION MODELS (Q5190049): Difference between revisions

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+https://doi.org/10.1111/j.1467-9965.2009.00387.x
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+W2017742748
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+Regular variation of GARCH processes.
@@ Property / cites work: Regular variation of GARCH processes. / rank @@
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+Q4326384
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+Interest rate volatility and the shape of the term structure
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+Stability regions of nonlinear autonomous dynamical systems
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+A Theory of the Term Structure of Interest Rates
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+Affine processes and applications in finance
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+Transform Analysis and Asset Pricing for Affine Jump-diffusions
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+On the estimation of asymptotic stability regions: State of the art and new proposals
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+Sufficiency Conditions for Finite Escape Times in Systems of Quadratic Differential Equations
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Stability analysis of Riccati differential equations related to affine diffusion processes
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+THE MOMENT FORMULA FOR IMPLIED VOLATILITY AT EXTREME STRIKES
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+Q3151170
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+Q5290921
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+Gewöhnliche Differentialungleichungen mit quasimonoton wachsenden Funktionen in topologischen Vektorräumen. (Ordinary differential equations with quasi-monotone increasing functions in topological vector spaces)
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+Publication:5190049