Affine processes on positive semidefinite matrices
Metadata only
Date
2011Type
- Journal Article
Publication status
publishedJournal / 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
Notes
.More
Show all metadata