Pathwise construction of affine processes

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Author
Gabrielli, Nicoletta
Teichmann, Josef
Date
2015-12-25
Type
    Working Paper
Publication status
published
External links
Journal / series
arXiv
Pages / Article No.
1412.7837
Publisher
Cornell University
Subject
Affine processes; Lamperti transform; Time–change
Organisational unit
03845 - Teichmann, Josef / Teichmann, Josef  
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ETH Bibliography
yes
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