- Journal Article
Rights / licenseIn Copyright - Non-Commercial Use Permitted
Journal / seriesFinance and Stochastics
Pages / Article No.
SubjectMarkov processes; Diffusions with jumps; Affine processes; Analytic tractability; Pricing; Hedging
Organisational unit03845 - Teichmann, Josef / Teichmann, Josef
NotesReceived 30 December 2008, Accepted 19 March 2012, Published online 3 July 2012. It was possible to publish this article open access thanks to a Swiss National Licence with the publisher
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