Affine Volterra processes (Q2286463): Difference between revisions
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Revision as of 03:22, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Affine Volterra processes |
scientific article |
Statements
Affine Volterra processes (English)
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22 January 2020
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stochastic Volterra equations
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Riccati-Volterra equations
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affine processes
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rough volatility
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