The following pages link to Affine processes are regular (Q662821):
Displaying 33 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)
- Affine processes on positive semidefinite matrices (Q535197) (← 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)
- On parameter estimation for critical affine processes (Q1951130) (← links)
- Markov-modulated affine processes (Q2080289) (← links)
- Infinite dimensional affine processes (Q2229682) (← links)
- On the stability of matrix-valued Riccati diffusions (Q2274203) (← links)
- Linearized filtering of affine processes using stochastic Riccati equations (Q2289789) (← links)
- Regime switching affine processes with applications to finance (Q2308173) (← links)
- Exponential moments of affine processes (Q2341630) (← links)
- Time-changed CIR default intensities with two-sided mean-reverting jumps (Q2448696) (← links)
- Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes (Q2657935) (← links)
- Positive Harris recurrence and exponential ergodicity of the basic affine jump-diffusion (Q2798172) (← links)
- Exponential Ergodicity of the Jump-Diffusion CIR Process (Q2801798) (← links)
- Affine LIBOR models driven by real-valued affine processes (Q2811920) (← links)
- Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing (Q3079739) (← links)
- Stationarity and Ergodicity for an Affine Two-Factor Model (Q3191827) (← links)
- Geometric Asian option pricing in general affine stochastic volatility models with jumps (Q4555113) (← links)
- Is the Variance Swap Rate Affine in the Spot Variance? Evidence from S&P500 Data (Q4994351) (← links)
- Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices (Q5005036) (← links)
- Continuous-State Branching Processes with Immigration (Q5132611) (← links)
- The affine inflation market models (Q5373908) (← links)
- Unified signature cumulants and generalized Magnus expansions (Q5866307) (← links)
- Coupling methods and exponential ergodicity for two‐factor affine processes (Q6047317) (← links)
- Non-linear affine processes with jumps (Q6090956) (← links)
- Strong feller and ergodic properties of the (1+1)-affine process (Q6116736) (← links)
