On the construction of non-affine jump-diffusion models

Stochastic Analysis and Applications 2017 / 09 Vol. 35; Iss. 5

On the construction of non-affine jump-diffusion models

Gapeev, Pavel V., Stoev, Yavor I.
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Volume:
35
Language:
english
Journal:
Stochastic Analysis and Applications
DOI:
10.1080/07362994.2017.1333008
Date:
September, 2017
File:
PDF, 1.08 MB
english, 2017
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