Affine representations of fractional processes with applications in mathematical finance

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Author
Harms, Philipp
Stefanovits, David
Date
2015
Type
  • Working Paper
Publication status
published
External links
http://arxiv.org/abs/1510.04061
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Journal / series
arXiv
Pages
arXiv:1510.04061
Publisher
Cornell University
Organisational unit
03845 - Teichmann, Josef
08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
Notes
Submitted on 14 October 2015.
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