Closed-Form Moment Derivation for Affine Jump Diffusions with State-Independent Jump Intensities
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Updated
Apr 4, 2026 - Python
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affine-jump-diffusion
Here are 3 public repositories matching this topic...
Simulation of Affine Jump Diffusions Using Broadie-Kaya Method
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Feb 18, 2025 - R
Simulation of Affine Jump Diffusions Using Kyriakou-Brignone-Fusai Method
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Feb 9, 2025 - R
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