Analytical representations for the basic affine jump diffusion
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Publication:1785484
DOI10.1016/j.orl.2015.12.003zbMath1408.60077OpenAlexW2203226164MaRDI QIDQ1785484
Lingfei Li, Rafael Mendoza-Arriaga, Daniel Jon Mitchell
Publication date: 28 September 2018
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2015.12.003
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