Affine processes on symmetric cones (Q300276)

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Affine processes on symmetric cones
scientific article

    Statements

    title
    Affine processes on symmetric cones (English)
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    author
    Christa Cuchiero
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    Martin Keller-Ressel
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    Eberhard Mayerhofer
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    Josef Teichmann
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    publication date
    27 June 2016
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    zbMATH Keywords
    affine Markov processes
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    symmetric cones
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    non-central Wishart distribution
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    Wishart processes
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    Identifiers

    zbMATH DE Number
    6598630
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