Pathwise construction of affine processes. Gabrielli, N. & Teichmann, J. Preprint, 12, 2014. \hrefhttp://arxiv.org/abs/1412.7837arXiv:1412.7837
Pathwise construction of affine processes [link]Paper  bibtex   
@article{Gabrielli:2014aa,
	Author = {Gabrielli, Nicoletta and Teichmann, Josef},
	Date-Added = {2015-01-07 14:12:10 +0000},
	Date-Modified = {2015-01-07 14:23:33 +0000},
	Eprint = {1412.7837},
	Journal = {{P}reprint},
	Month = {12},
	Note = {\href{http://arxiv.org/abs/1412.7837}{arXiv:1412.7837}},
	Title = {Pathwise construction of affine processes},
	Url = {http://arxiv.org/abs/1412.7837},
	Year = {2014},
	Bdsk-File-1 = {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},
	Bdsk-Url-1 = {http://arxiv.org/abs/1412.7837}}

Downloads: 0