Path Properties and Regularity of Affine Processes on General State Spaces-Reference-Cited by-同舟云学术

Path Properties and Regularity of Affine Processes on General State Spaces

Published:2013 Issue: Volume: Page:201-244
ISSN:0075-8434
Container-title:Lecture Notes in Mathematics
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Author:

Cuchiero Christa,Teichmann Josef

Publisher

Springer International Publishing

Link

http://link.springer.com/content/pdf/10.1007/978-3-319-00321-4_8

Reference31 articles.

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3. M.-F. Bru, Wishart processes. J. Theoret. Probab. 4(4), 725–751 (1991)

4. B. Buraschi, A. Cieslak, F. Trojani, Correlation risk and the term structure of interest rates. Working paper, University St.Gallen, 2007

5. E. Çinlar, J. Jacod, P. Protter, M.J. Sharpe. Semimartingales and Markov processes. Z. Wahrsch. Verw. Gebiete 54(2), 161–219 (1980)

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