Noncausal affine processes with applications to derivative pricing (Q6146675)

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scientific article; zbMATH DE number 7797365
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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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