Affine Diffusions and Related Processes: Simulation, Theory and Applications

By Aurélien Alfonsi. 2015

89 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/992788b1862bda802ccbd60fc4ad5b0a0eab4e7a