Affine processes on...

Affine processes on $\mathbb{R}_{+}^{m}\times\mathbb{R}^{n}$ and multiparameter time changes

Caballero, M. Emilia, Pérez Garmendia, José Luis, Uribe Bravo, Gerónimo
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Volume:
53
Journal:
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
DOI:
10.1214/16-aihp755
Date:
August, 2017
File:
PDF, 336 KB
2017
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