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Latest revision as of 05:13, 29 July 2024

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Reduced-form setting under model uncertainty with non-linear affine intensities
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    Reduced-form setting under model uncertainty with non-linear affine intensities (English)
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    3 June 2022
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    sublinear expectation
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    reduced-form framework
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    nonlinear affine processes
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    arbitrage-free pricing
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