Affine processes beyond stochastic continuity (Q2299583): Difference between revisions

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Latest revision as of 20:52, 21 July 2024

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Affine processes beyond stochastic continuity
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    Affine processes beyond stochastic continuity (English)
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    21 February 2020
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    affine process
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    semimartingale
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    Markov process
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    stochastic discontinuity
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    measure differential equations
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    default risk
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    interest rate
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    option pricing
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    announcement effects
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    dividends
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