Regularity of affine processes on general state spaces - Research Collection

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Author

Teichmann, Josef

Keller-Ressel, Martin

Schachermayer, Walter

Date

2013

Type

Journal Article

Citations

Cited 7 times in Web of Science

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1214/EJP.v18-2043

Journal / series

Electronic Journal of Probability

Volume

18

Pages / Article No.

43

Publisher

Institute of Mathematical Statistics

Subject

Affine process; Regularity; Semimartingale; Generalized Riccati equation

Organisational unit

03845 - Teichmann, Josef / Teichmann, Josef

Notes

Published on 26 March 2013.

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Citations

Cited 7 times in Web of Science

ETH Bibliography

yes

Altmetrics