Path properties and regularity of affine processes on general state spaces

Christa Cuchiero, Josef Teichmann

Publication: Scientific journal › Journal article › peer-review

Original language	English
Pages (from-to)	201 - 244
Journal	Séminaire de Probabilités XLV
DOIs	https://doi.org/10.1007/978-3-319-00321-4_8
Publication status	Published - 2013

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title = "Path properties and regularity of affine processes on general state spaces",

author = "Christa Cuchiero and Josef Teichmann",

year = "2013",

doi = "10.1007/978-3-319-00321-4_8",

language = "English",

pages = "201 -- 244",

journal = "Lecture Notes in Mathematics",

issn = "0075-8434",

publisher = "Springer Verlag",

}

TY - JOUR

T1 - Path properties and regularity of affine processes on general state spaces

AU - Cuchiero, Christa

AU - Teichmann, Josef

PY - 2013

Y1 - 2013

UR - https://arxiv.org/abs/1107.1607

U2 - 10.1007/978-3-319-00321-4_8

DO - 10.1007/978-3-319-00321-4_8

M3 - Journal article

SN - 0075-8434

SP - 201

EP - 244

JO - Lecture Notes in Mathematics

JF - Lecture Notes in Mathematics

ER -