Non-linear affine processes with jumps
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Published:2023
Issue:2
Volume:8
Page:235-266
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ISSN:2095-9672
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Container-title:Probability, Uncertainty and Quantitative Risk
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language:
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Short-container-title:PUQR
Author:
Biagini Francesca, ,Bollweg Georg,Oberpriller Katharina,
Publisher
American Institute of Mathematical Sciences (AIMS)
Subject
Statistics and Probability,Applied Mathematics,Statistics, Probability and Uncertainty