Analytical representations for the basic affine jump diffusion (Q1785484)
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scientific article; zbMATH DE number 6945450
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytical representations for the basic affine jump diffusion |
scientific article; zbMATH DE number 6945450 |
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Analytical representations for the basic affine jump diffusion (English)
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28 September 2018
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basic affine jump diffusion
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subordination
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transition density
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