Non-linear affine processes with jumps (Q6090956)
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scientific article; zbMATH DE number 7768492
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| 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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0.8551146388053894
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0.8500731587409973
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0.7777706384658813
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0.7530155181884766
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0.7499822378158569
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