THE AFFINE RATIONAL POTENTIAL MODEL (Q5061484)
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scientific article; zbMATH DE number 7488278
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE AFFINE RATIONAL POTENTIAL MODEL |
scientific article; zbMATH DE number 7488278 |
Statements
THE AFFINE RATIONAL POTENTIAL MODEL (English)
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11 March 2022
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Potential approach
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Flesaker-Hughston models
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affine processes
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state price deflator
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supermartingale
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exchange rate
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zero lower bound
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