Affine Processes and Applications in Finance

Publication: Scientific journal › Journal article › peer-review

Original language	English
Pages (from-to)	984 - 1053
Journal	Annals of Applied Probability
Volume	13
Publication status	Published - 1 Feb 2003

Cite this

@article{c0aeacd1156843f782d774934fd16c13,

title = "Affine Processes and Applications in Finance",

author = "Darrell Duffie and Damir Filipovic and Walter Schachermayer",

year = "2003",

month = feb,

day = "1",

language = "English",

volume = "13",

pages = "984 -- 1053",

journal = "Annals of Applied Probability",

issn = "1050-5164",

publisher = "Institute of Mathematical Statistics",

}