Affine representations of fractional processes with applications in mathematical finance (Q2419969): Difference between revisions

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Latest revision as of 10:32, 19 July 2024

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Affine representations of fractional processes with applications in mathematical finance
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    Affine representations of fractional processes with applications in mathematical finance (English)
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    4 June 2019
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    fractional process
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    Markovian representation
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    affine process
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    infinite-dimensional Markov process
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    fractional interest rate model
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    fractional volatility model
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