Enno Veerman

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
The affine transform formula for affine jump-diffusions with a general closed convex state space (available as arXiv preprint)	N/A	Paper
Affine diffusions with non-canonical state space Stochastic Analysis and Applications	2012-08-27	Paper
An affine two-factor heteroskedastic macro-finance term structure model Applied Mathematical Finance	2012-06-08	Paper
Negative volatility for a 2-dimensional square root SDE	2008-07-08	Paper
Multivariate Feller conditions in term structure models: Why do(n't) we care?	2008-04-07	Paper

Research outcomes over time

This page was built for person: Enno Veerman