scientific article; zbMATH DE number 1971725

MaRDI QIDQ4421372zbMATH OpenFDO

Authors Damir Filipović

Publication date 2002

zbMATH Keywords

affine term structurejumpsMarkov semigroup theory

Mathematics Subject Classification ID

Applications of branching processes (60J85)

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Cited in

(3)

• Alpha-CIR model with branching processes in sovereign interest rate modeling
• A short rate model using ambit processes
• A general characterization of one factor affine term structure models

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