Regularity of affine processes on general state spaces (Q388907)
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scientific article; zbMATH DE number 6247212
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularity of affine processes on general state spaces |
scientific article; zbMATH DE number 6247212 |
Statements
Regularity of affine processes on general state spaces (English)
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17 January 2014
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affine process
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regularity
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semimartingale
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generalized Riccati equation
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0.96035796
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0.9082807
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0.8823844
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0.8761081
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0.8713051
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0.86974776
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