Inhomogeneous affine Volterra processes (Q2145777)
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scientific article; zbMATH DE number 7544381
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Inhomogeneous affine Volterra processes |
scientific article; zbMATH DE number 7544381 |
Statements
Inhomogeneous affine Volterra processes (English)
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20 June 2022
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inhomogeneous Riccati-Volterra integral equation
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Heston model
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0.8443384170532227
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0.7974346876144409
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0.7865692377090454
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0.7645825147628784
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0.7487328052520752
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