Pitfalls of the Fourier Transform Method in Affine Models, and Remedies (Q4682701): Difference between revisions

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Latest revision as of 10:32, 30 July 2024

scientific article; zbMATH DE number 6938920
Language Label Description Also known as
English
Pitfalls of the Fourier Transform Method in Affine Models, and Remedies
scientific article; zbMATH DE number 6938920

    Statements

    Pitfalls of the Fourier Transform Method in Affine Models, and Remedies (English)
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    19 September 2018
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    affine models
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    parabolic (inverse) Fourier transform
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    moment explosions
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    Riccati equations
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    Runge-Kutta method
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