Regularity of affine processes on general state spaces
Publication status
publishedJournal / series
Electronic journal of probabilityVolume
Pages
Publisher
Institute of Mathematical StatisticsSubject
Affine process; Regularity; Semimartingale; Generalized Riccati equationOrganisational unit
03845 - Teichmann, Josef
Notes
Published on 26 March 2013.More
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