Affine Volterra processes (Q2286463): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 12:50, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Affine Volterra processes |
scientific article |
Statements
Affine Volterra processes (English)
0 references
22 January 2020
0 references
stochastic Volterra equations
0 references
Riccati-Volterra equations
0 references
affine processes
0 references
rough volatility
0 references
