Time-inhomogeneous affine processes. Filipović, D. Stochastic Process. Appl., 115(4):639–659, 2005.
Time-inhomogeneous affine processes [link]Paper  doi  bibtex   
@article{MR2128634,
	Author = {Filipovi{{\'c}}, Damir},
	Coden = {STOPB7},
	Date-Added = {2011-01-26 11:08:26 -0600},
	Date-Modified = {2011-01-26 11:08:26 -0600},
	Doi = {10.1016/j.spa.2004.11.006},
	Fjournal = {Stochastic Processes and their Applications},
	Issn = {0304-4149},
	Journal = {Stochastic Process. Appl.},
	Mrclass = {60J25 (34G20 91B28)},
	Mrnumber = {2128634 (2005m:60160)},
	Mrreviewer = {M. Iosifescu},
	Number = {4},
	Pages = {639--659},
	Title = {Time-inhomogeneous affine processes},
	Url = {http://dx.doi.org/10.1016/j.spa.2004.11.006},
	Volume = {115},
	Year = {2005},
	Bdsk-File-1 = {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},
	Bdsk-Url-1 = {http://www.ams.org/mathscinet-getitem?mr=2128634},
	Bdsk-Url-2 = {http://dx.doi.org/10.1016/j.spa.2004.11.006}}

Downloads: 0