Showing 1 - 10 of 434
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.(...)
Persistent link: https://www.econbiz.de/10005841612
Persistent link: https://www.econbiz.de/10000889367
Persistent link: https://www.econbiz.de/10000865073
Persistent link: https://www.econbiz.de/10000867620
Persistent link: https://www.econbiz.de/10000835348
Persistent link: https://www.econbiz.de/10000739250
Persistent link: https://www.econbiz.de/10000731116
Persistent link: https://www.econbiz.de/10000812587
Persistent link: https://www.econbiz.de/10000769209