diffusions
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  • General Affine Diffusions
  • Geometric Brownian Motion (GBM)
  • Vasicek
  • Cox-Ingersoll-Ross (CIR)
  • Heston
  • Central Tendency (CT)
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Affine Diffusion ModelsΒΆ

  • General Affine Diffusions
  • Geometric Brownian Motion (GBM)
  • Vasicek
  • Cox-Ingersoll-Ross (CIR)
  • Heston
  • Central Tendency (CT)
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