Markov-modulated affine processes (Q2080289)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov-modulated affine processes |
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Markov-modulated affine processes (English)
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7 October 2022
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Markov processes
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affine processes
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martingale problem
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analytical tractability
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pricing of financial instruments
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Markov processes with discontinuous coefficients
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