Stationary covariance regime for affine stochastic covariance models in Hilbert spaces (Q6619589)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stationary covariance regime for affine stochastic covariance models in Hilbert spaces |
scientific article; zbMATH DE number 7927021
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stationary covariance regime for affine stochastic covariance models in Hilbert spaces |
scientific article; zbMATH DE number 7927021 |
Statements
Stationary covariance regime for affine stochastic covariance models in Hilbert spaces (English)
0 references
16 October 2024
0 references
affine processes
0 references
invariant measure
0 references
stationarity
0 references
ergodicity
0 references
stochastic covariance
0 references
implied forward volatility
0 references
generalised Feller semigroups
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
