Gourieroux, Christian; Sufana, Razvan - In: Journal of Financial Econometrics 4 (2006) 1, pp. 31-52
Dai and Singleton (2000) introduced a typology of affine diffusion models when the domain of admissible values of the factors is an intersection of half planes and under some additional constraints on the parameters. This condition on the domain and the additional sufficient constraints are...