The affine rational potential model
Year of publication: |
2021
|
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Authors: | Nguyen, The Anh ; Seifried, Frank Thomas |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 24.2021, 6/7, p. 1-25
|
Subject: | Potential approach | Flesaker-Hughston models | affine processes | state price deflator | supermartingale | exchange rate | zero lower bound | Theorie | Theory | Wechselkurs | Exchange rate | Deflation | Niedrigzinspolitik | Low-interest-rate policy |
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