Path Properties and Regularity of Affine Processes on General State Spaces

Cuchiero, Christa; Teichmann, Josef

doi:10.1007/978-3-319-00321-4_8

Title:

Authors:

Cuchiero, Christa
Teichmann, Josef

Editors:

Donati-Martin, Catherine
Lejay, Antoine
Rouault, Alain

Category:

Edited Volume Contribution

Issue Date:

2013

Citation:

Cuchiero, C., & Teichmann, J. (2013). Path Properties and Regularity of Affine Processes on General State Spaces. In C. Donati-Martin, A. Lejay, & A. Rouault (Eds.), Séminaire de Probabilités XLV (pp. 201–244). Springer Verlag. https://doi.org/10.1007/978-3-319-00321-4_8

Book Title:

Séminaire de Probabilités XLV

Related Publication(s):

Séminaire de Probabilités XLV

DOI:

10.1007/978-3-319-00321-4_8

URI:

http://hdl.handle.net/20.500.12708/28213

Organisation:

E105-05 - Forschungsbereich Stochastische Finanz- und Versicherungsmathematik

Publication Type:

Buchbeitrag