Non-linear affine processes with jumps (Q6090956)
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scientific article; zbMATH DE number 7768492
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-linear affine processes with jumps |
scientific article; zbMATH DE number 7768492 |
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Non-linear affine processes with jumps (English)
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21 November 2023
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sublinear expectation
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non-linear affine processes
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dynamic programming
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PIDE
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