Matches in SemOpenAlex for { <https://semopenalex.org/work/W2001244105> ?p ?o ?g. }
- W2001244105 abstract "We provide the definition and a complete characterization of regular affine processes. This type of process unifies the concepts of continuous-state branching processes with immigration and Ornstein--Uhlenbeck type processes. We show, and provide foundations for, a wide range of financial applications for regular affine processes." @default.
- W2001244105 created "2016-06-24" @default.
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- W2001244105 date "2003-08-01" @default.
- W2001244105 modified "2023-10-16" @default.
- W2001244105 title "Affine processes and applications in finance" @default.
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- W2001244105 doi "https://doi.org/10.1214/aoap/1060202833" @default.
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