Time-Inhomogeneous Affine Processes

Damir Filipovic

Publication: Scientific journal › Journal article › Research › peer-review

Original language	English
Pages (from-to)	639 - 659
Journal	Stochastic Processes and their Applications
Volume	115
Publication status	Published - 1 Feb 2005

Cite this

@article{7f6488c08ffd4d22a193fb7d36bd9221,

title = "Time-Inhomogeneous Affine Processes",

author = "Damir Filipovic",

year = "2005",

month = feb,

day = "1",

language = "English",

volume = "115",

pages = "639 -- 659",

journal = "Stochastic Processes and their Applications",

issn = "0304-4149",

publisher = "Elsevier B.V.",

}