Affine processes beyond stochastic continuity (Q2299583)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Affine processes beyond stochastic continuity |
scientific article |
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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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0.9037479
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0.9023248
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0.89320207
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0.8885642
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0.8858119
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0.88491267
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0.8833745
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0.8823844
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