Non-linear affine processes with jumps (Q6090956)

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scientific article; zbMATH DE number 7768492
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Non-linear affine processes with jumps
scientific article; zbMATH DE number 7768492

    Statements

    title
    Non-linear affine processes with jumps (English)
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    author
    Francesca Biagini
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    Georg Bollweg
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    Katharina Oberpriller
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    publication date
    21 November 2023
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    zbMATH Keywords
    sublinear expectation
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    non-linear affine processes
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    dynamic programming
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    PIDE
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    cites work
    Q4836494
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    Q3415147
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    Q4778955
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    Q4435813
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    Q5605131
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    Identifiers

    arXiv ID
    2207.03710
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    zbMATH DE Number
    7768492
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    OpenAlex ID
    W4382249334
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    DOI
    10.3934/PUQR.2023010
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