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 |
|---|---|---|
| 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 |
| The affine transform formula for affine jump-diffusions with a general closed convex state space (available as arXiv preprint) | N/A | Paper |
Research outcomes over time
This page was built for person: Enno Veerman
