Work

Affine Diffusion Processes: Theory and Applications

Year: 2009

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1333155

Authors: Damir Filipovic, Eberhard Mayerhofer

Institutions: École Polytechnique Fédérale de Lausanne, Swiss Finance Institute, University of Limerick

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1663757356

Cites: 43

Cited by: 71

Related to: 10