Affine processes are regular (Q662821): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W1971007002
@@ Property / OpenAlex ID: W1971007002 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.3392
@@ Property / arXiv ID: 0906.3392 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5514010
@@ Property / cites work: Q5514010 / rank @@
+Normal rank
@@ Property / cites work @@
+Skew convolution semigroups and affine Markov processes
+Normal rank
@@ Property / cites work @@
+Affine processes and applications in finance
@@ Property / cites work: Affine processes and applications in finance / rank @@
+Normal rank
@@ Property / cites work @@
+Regularity of finite-dimensional realizations for evolution equations
+Normal rank
@@ Property / cites work @@
+Jump-diffusions in Hilbert spaces: existence, stability and numerics
+Normal rank
@@ Property / cites work @@
+Term Structure Models Driven by Wiener Processes and Poisson Measures: Existence and Positivity
+Normal rank
@@ Property / cites work @@
+Q2772170
@@ Property / cites work: Q2772170 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5653423
@@ Property / cites work: Q5653423 / rank @@
+Normal rank
@@ Property / cites work @@
+MOMENT EXPLOSIONS AND LONG-TERM BEHAVIOR OF AFFINE STOCHASTIC VOLATILITY MODELS
+Normal rank
@@ Property / cites work @@
+Q3259998
@@ Property / cites work: Q3259998 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3229429
@@ Property / cites work: Q3229429 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4328337
@@ Property / cites work: Q4328337 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5631608
@@ Property / cites work: Q5631608 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:662821