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Affine and Polynomial Processes

  • Ernst Eberlein
  • Jan Kallsen
Chapter
  • 1.2k Downloads
Part of the Springer Finance book series (FINANCE)

Abstract

Affine processes appear here for two reasons. They are treated in this part on stochastic calculus because they solve linear or more generally affine martingale problems.

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Copyright information

© Springer Nature Switzerland AG 2019

Authors and Affiliations

  • Ernst Eberlein
    • 1
  • Jan Kallsen
    • 2
  1. 1.Department of Mathematical StochasticsUniversity of FreiburgFreiburg im BreisgauGermany
  2. 2.Department of MathematicsKiel UniversityKielGermany

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