Analytical representations for the basic affine jump diffusion (Q1785484)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Analytical representations for the basic affine jump diffusion
scientific article

    Statements

    Analytical representations for the basic affine jump diffusion (English)
    0 references
    0 references
    0 references
    0 references
    28 September 2018
    0 references
    0 references
    basic affine jump diffusion
    0 references
    subordination
    0 references
    transition density
    0 references
    0 references