Xiaowei Zhang
Xiaowei Zhang
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affine jump-diffusion
Affine Jump-Diffusions: Stochastic Stability and Limit Theorems
Xiaowei Zhang
,
Peter W. Glynn
Affine Point Processes: Approximation and Efficient Simulation
Xiaowei Zhang
,
Jose Blanchet
,
Kay Giesecke
,
Peter W. Glynn
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