Large deviations for affine diffusion processes on R_+^m R^n
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Publication:402407
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- A YIELD‐FACTOR MODEL OF INTEREST RATES
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Cited in
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- scientific article; zbMATH DE number 1004157 (Why is no real title available?)
- Asymptotic analysis for affine point processes with large initial intensity
- The Gärtner-Ellis theorem, homogenization, and affine processes
- Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes
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