Affine Diffusion Processes: Theory and Applications (Q3656687)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Affine Diffusion Processes: Theory and Applications |
scientific article |
Statements
13 January 2010
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Affine processes
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diffusions
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bond option pricing
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short rate models
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stochastic volatility
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Riccati differential equations
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differential inequalities
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exponential moments
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math.PR
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