Analytical representations for the basic affine jump diffusion (Q1785484)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Analytical representations for the basic affine jump diffusion |
scientific article; zbMATH DE number 6945450
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Analytical representations for the basic affine jump diffusion |
scientific article; zbMATH DE number 6945450 |
Statements
Analytical representations for the basic affine jump diffusion (English)
0 references
28 September 2018
0 references
basic affine jump diffusion
0 references
subordination
0 references
transition density
0 references
0 references
0.7978965044021606
0 references
0.7829273343086243
0 references
0.7605313658714294
0 references
0.7276098728179932
0 references
