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Stochastic calculus / Differential geometry / Stochastic differential equation / Beta function / Characteristic function / Moment-generating function / Mathematical analysis / Statistics / Mathematics


Online Appendix for Generalized Transform Analysis of Affine Processes and Applications in Finance. Hui Chen∗ Scott Joslin†
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Document Date: 2011-09-20 23:19:18

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File Size: 495,99 KB

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Santos / Veronesi / /

Company

Cox / /

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marginal utilities / closed form solution / Online Appendix / finance / /

Organization

School of Management / USC Marshall School of Business / MIT / NBER / /

Person

Gt / Hui Chen / Scott Joslin / /

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Position

Rt / social planner / model / An Affine Model of External Habit The / General / planner / model of international finance / /

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California / /

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