Noncausal affine processes with applications to derivative pricing (Q6146675)
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scientific article; zbMATH DE number 7797365
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Noncausal affine processes with applications to derivative pricing |
scientific article; zbMATH DE number 7797365 |
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Noncausal affine processes with applications to derivative pricing (English)
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31 January 2024
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affine process
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derivative pricing
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noncausal process
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reverse time
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speculative bubble
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term structure
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