On the construction of non-affine jump-diffusion models (Q4588300)
From MaRDI portal
scientific article; zbMATH DE number 6802184
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the construction of non-affine jump-diffusion models |
scientific article; zbMATH DE number 6802184 |
Statements
On the construction of non-affine jump-diffusion models (English)
0 references
2 November 2017
0 references
stochastic differential equations
0 references
jump-diffusion processes
0 references
non-affine processes
0 references
market price of disk
0 references
