Affine Volterra processes with jumps (Q6189179)

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scientific article; zbMATH DE number 7787488
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Affine Volterra processes with jumps
scientific article; zbMATH DE number 7787488

    Statements

    Affine Volterra processes with jumps (English)
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    12 January 2024
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    affine processes
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    affine Volterra processes
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    stochastic Volterra equations
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    Hawkes processes
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    Riccati-Volterra equations
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    rough volatility
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