Affine processes with compact state space - Research Collection

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Author

Krühner, Paul

Larsson, Martin

Date

2018

Type

Journal Article

Citations

Cited 0 times in Web of Science

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yes

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Publication status

published

External links

https://doi.org/10.1214/18-EJP156

Journal / series

Electronic Journal of Probability

Volume

23

Pages / Article No.

29

Publisher

Institute of Mathematical Statistics

Subject

affine processes; compact state space; Markov chains

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Citations

Cited 0 times in Web of Science

ETH Bibliography

yes

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