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dc.contributor.author
Jaber, Eduardo A.
dc.contributor.author
Larsson, Martin
dc.contributor.author
Pulido, Sergio
dc.date.accessioned
2019-10-31T11:44:27Z
dc.date.available
2019-10-30T18:17:11Z
dc.date.available
2019-10-31T11:44:27Z
dc.date.issued
2019
dc.identifier.issn
2168-8737
dc.identifier.issn
1050-5164
dc.identifier.other
10.1214/19-AAP1477
en_US
dc.identifier.uri
http://hdl.handle.net/20.500.11850/374040
dc.language.iso
en
en_US
dc.publisher
Institute of Mathematical Statistics
en_US
dc.subject
Stochastic Volterra equations
en_US
dc.subject
Riccati-Volterra equations
en_US
dc.subject
affine processes
en_US
dc.subject
rough volatility
en_US
dc.title
Affine Volterra processes
en_US
dc.type
Journal Article
dc.date.published
2019-10-18
ethz.journal.title
The Annals of Applied Probability
ethz.journal.volume
29
en_US
ethz.journal.issue
5
en_US
ethz.journal.abbreviated
Ann. Appl. Probab.
ethz.pages.start
3155
en_US
ethz.pages.end
3200
en_US
ethz.grant
Tractable Stopping Problems in Finance
en_US
ethz.identifier.wos
ethz.publication.place
Cleveland, OH
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::09546 - Larsson, Martin (ehemalig) / Larsson, Martin (former)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::09546 - Larsson, Martin (ehemalig) / Larsson, Martin (former)
ethz.grant.agreementno
163425
ethz.grant.fundername
SNF
ethz.grant.funderDoi
10.13039/501100001711
ethz.grant.program
Projektförderung in Mathematik, Natur- und Ingenieurwissenschaften (Abteilung II)
ethz.date.deposited
2019-10-30T18:17:15Z
ethz.source
WOS
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2019-10-31T11:44:37Z
ethz.rosetta.lastUpdated
2021-02-15T06:29:53Z
ethz.rosetta.exportRequired
true
ethz.rosetta.versionExported
true
ethz.COinS
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