Affine processes on positive semidefinite matrices
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Date
2011Type
- Journal Article
Publication status
publishedExternal links
Journal / series
The Annals of Applied ProbabilityVolume
Pages / Article No.
Publisher
Institute of Mathematical StatisticsSubject
Affine processes; Wishart processes; Stochastic volatility; Stochastic invarianceOrganisational unit
03845 - Teichmann, Josef / Teichmann, Josef
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