Affine representations of fractional processes with applications in mathematical finance
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Date
2015-10-14Type
- Working Paper
ETH Bibliography
yes
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Publication status
publishedExternal links
Journal / series
arXivPages / Article No.
Publisher
Cornell UniversityOrganisational unit
03845 - Teichmann, Josef / Teichmann, Josef
08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
Funding
149879 - Prediction Theory of term structure models (SNF)
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ETH Bibliography
yes
Altmetrics