Infinite dimensional affine processes
Work
Year: 2020
Type: article
Authors Thorsten Schmidt, Stefan Tappe, Weijun Yu
Institutions University of Freiburg, Université de Strasbourg, Karlsruhe Institute of Technology, d-fine (Germany)
Cites: 51
Cited by: 13
Related to: 10
FWCI: 1.959
Citation percentile (by year/subfield): 82.45
Subfield: Finance
Domain: Social Sciences
Open Access status: green
Funders Deutsche Forschungsgemeinschaft, Freiburg Institute for Advanced Studies, Albert-Ludwigs-Universität Freiburg
Grant IDS 196379142,