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THE AFFINE RATIONAL POTENTIAL MODEL - MaRDI portal

THE AFFINE RATIONAL POTENTIAL MODEL (Q5061484)

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scientific article; zbMATH DE number 7488278
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English
THE AFFINE RATIONAL POTENTIAL MODEL
scientific article; zbMATH DE number 7488278

    Statements

    title
    THE AFFINE RATIONAL POTENTIAL MODEL (English)
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    author
    the Anh Nguyen
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    Frank Thomas Seifried
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    publication date
    11 March 2022
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    zbMATH Keywords
    Potential approach
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    Flesaker-Hughston models
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    affine processes
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    state price deflator
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    supermartingale
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    exchange rate
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    zero lower bound
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    Identifiers

    zbMATH DE Number
    7488278
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    OpenAlex ID
    W3200106689
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