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Time-inhomogeneous affine processes

Stochastic Processes and their Applications, 115(4): 639--659, 2005.
Authors: Damir Filipovic
URL: http://www.sciencedirect.com/science/article/B6V1B-4F19SRY-1/1/891bc48f97d33420e01233aad2838ca8
Description: Stochastic Processes and their Applications
Tags: Affine processes
| URL | BibTeX  
@article{Filipovic2005,
title = {Time-inhomogeneous affine processes},
author = {Damir Filipovic},
journal = {Stochastic Processes and their Applications},
month = {Apr},
number = {4},
pages = {639--659},
url = {http://www.sciencedirect.com/science/article/B6V1B-4F19SRY-1/1/891bc48f97d33420e01233aad2838ca8},
volume = {115},
year = {2005},
description = {Stochastic Processes and their Applications},
keywords = {Affine processes }
}