Pages that link to "Item:Q1785484"
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The following pages link to Analytical representations for the basic affine jump diffusion (Q1785484):
Displaying 5 items.
- Density approximations for multivariate affine jump-diffusion processes (Q2442452) (← links)
- Affine diffusions and related processes: simulation, theory and applications (Q2449312) (← links)
- Positive Harris recurrence and exponential ergodicity of the basic affine jump-diffusion (Q2798172) (← links)
- Variance swaps on defaultable assets and market implied time-changes (Q2813077) (← links)
- A PDE approach to jump-diffusions (Q2994851) (← links)