Affine processes on positive semidefinite \(d \times d\) matrices have jumps of finite variation in dimension \(d > 1\) (Q449230)
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scientific article; zbMATH DE number 6081498
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| English | Affine processes on positive semidefinite \(d \times d\) matrices have jumps of finite variation in dimension \(d > 1\) |
scientific article; zbMATH DE number 6081498 |
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Affine processes on positive semidefinite \(d \times d\) matrices have jumps of finite variation in dimension \(d > 1\) (English)
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12 September 2012
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affine processes
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positive semidefinite processes
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jumps
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Wishart processes
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0.7916011214256287
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0.7675759196281433
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0.765383243560791
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0.7557898759841919
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