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Modern Stochastics: Theory and Applications


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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 Volume 44, Issue 3 (2026), p. 377


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