
Open access
Date
2012-10Type
- Journal Article
Permanent link
https://doi.org/10.3929/ethz-b-000056200Publication status
publishedExternal links
Journal / series
Finance and StochasticsVolume
Pages / Article No.
Publisher
SpringerSubject
Markov processes; Diffusions with jumps; Affine processes; Analytic tractability; Pricing; HedgingOrganisational unit
03845 - Teichmann, Josef / Teichmann, Josef
Notes
Received 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 publisherMore
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