The following pages link to Affine processes are regular (Q662821):
Displaying 9 items.
- Affine processes on symmetric cones (Q300276) (← links)
- Large deviations for affine diffusion processes on \(\mathbb R_+^m \times\mathbb R^n\) (Q402407) (← links)
- Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions (Q436302) (← links)
- Affine processes on positive semidefinite \(d \times d\) matrices have jumps of finite variation in dimension \(d > 1\) (Q449230) (← links)
- Continuous equilibrium in affine and information-based capital asset pricing models (Q470686) (← links)
- Spectral estimation of the Lévy density in partially observed affine models (Q544516) (← links)
- A characterization of the martingale property of exponentially affine processes (Q550153) (← links)
- Polynomial processes and their applications to mathematical finance (Q693032) (← links)
- Existence of limiting distribution for affine processes (Q777128) (← links)
