Affine processes beyond stochastic continuity (Q2299583)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Affine processes beyond stochastic continuity |
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Affine processes beyond stochastic continuity (English)
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21 February 2020
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affine process
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semimartingale
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Markov process
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stochastic discontinuity
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measure differential equations
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default risk
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interest rate
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option pricing
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announcement effects
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dividends
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