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 ...
Random walks serve as fundamental models in the study of stochastic processes, simulating phenomena ranging from molecular diffusion to queuing networks and financial systems. Their inherent ...
As global financial markets become increasingly interconnected, accurately modelling correlations between assets is essential. Traditional models often assume static correlations, which fail to ...
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