Modern Stochastics: Theory and Applications

Cited by 1

On the reducibility of affine models with dependent Lévy factors

Affine term structure models driven by independent Lévy processes

Michał Barski, Rafał Łochowski

https://doi.org/10.1080/07362994.2026.2648506

Journal Stochastic Analysis and Applications (2026), p. 1

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