Work

Affine diffusion processes: theory and applications

Year: 2009

Type: book-chapter

Source: De Gruyter eBooks

DOI: 10.1515/9783110213140.125

Authors: D. Filipović, E. Mayerhofer

Institutions: Vienna University of Economics and Business, University of Vienna

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Vienna Science and Technology Fund

OpenAlex ID: W2477771998

FWCI: 5.556

Cites: 29

Cited by: 33

Related to: 10