Pitfalls of the Fourier Transform Method in Affine Models, and Remedies (Q4682701)
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scientific article; zbMATH DE number 6938920
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pitfalls of the Fourier Transform Method in Affine Models, and Remedies |
scientific article; zbMATH DE number 6938920 |
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Pitfalls of the Fourier Transform Method in Affine Models, and Remedies (English)
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19 September 2018
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affine models
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parabolic (inverse) Fourier transform
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moment explosions
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Riccati equations
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Runge-Kutta method
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