Affine Processes and Application in Finance
收藏NBER2002-09-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0281
下载链接
链接失效反馈官方服务：
资源简介：
We provide the definition and a complete characterization of regular affine processes. This type of process unifies the concepts of continuousstate branching processes with immigration and Ornstein-Uhlenbeck type processes. We show, and provide foundations for, a wide range of financial applications
提供机构：
美国国家经济研究局
创建时间：
2002-09-01
