Affine Processes on Symmetric Cones

Christa Cuchiero, Martin Keller-Ressel, Eberhard Mayerhofer, Josef Teichmann

Publication: Scientific journal › Journal article › peer-review

Original language	English
Pages (from-to)	359 - 422
Journal	Journal of Theoretical Probability
Volume	29
Issue number	2
DOIs	https://doi.org/10.1007/s10959-014-0580-x
Publication status	Published - 2016

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title = "Affine Processes on Symmetric Cones",

author = "Christa Cuchiero and Martin Keller-Ressel and Eberhard Mayerhofer and Josef Teichmann",

year = "2016",

doi = "10.1007/s10959-014-0580-x",

language = "English",

volume = "29",

pages = "359 -- 422",

journal = "Journal of Theoretical Probability",

issn = "0894-9840",

publisher = "Springer New York",

number = "2",

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TY - JOUR

T1 - Affine Processes on Symmetric Cones

AU - Cuchiero, Christa

AU - Keller-Ressel, Martin

AU - Mayerhofer, Eberhard

AU - Teichmann, Josef

PY - 2016

Y1 - 2016

UR - https://arxiv.org/abs/1112.1233

U2 - 10.1007/s10959-014-0580-x

DO - 10.1007/s10959-014-0580-x

M3 - Journal article

SN - 0894-9840

VL - 29

SP - 359

EP - 422

JO - Journal of Theoretical Probability

JF - Journal of Theoretical Probability

IS - 2

ER -