diffusions
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General Affine Diffusions
Geometric Brownian Motion (GBM)
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Cox-Ingersoll-Ross (CIR)
Heston
Central Tendency (CT)
diffusions
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Suppose that
\(r_{t}\)
evolves according to
\[dr_{t}=\kappa\left(\mu-r_{t}\right)dt+\eta dW_{t}.\]
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