Affine processes provide a versatile framework for modelling complex financial phenomena, ranging from interest rate dynamics to credit risk and beyond. Their defining characteristic is the affine, or ...
Stochastic dynamical systems arise in many scientific fields, such as asset prices in financial markets, neural activity in ...
The use of properties of a Poisson process to study the randomness of stars is traced back to a 1767 paper. The process was used and rediscovered many times, and we mention some of the early ...
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