Exponential moments of affine processes
From MaRDI portal
Publication:2341630
DOI10.1214/14-AAP1009zbMath1332.60115arXiv1111.1659MaRDI QIDQ2341630
Eberhard Mayerhofer, Martin Keller-Ressel
Publication date: 27 April 2015
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1111.1659
60J25: Continuous-time Markov processes on general state spaces
91G80: Financial applications of other theories
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