Affine processes are regular

Probability Theory and Related Fields

Volumn 151, Issue 3-4, 2011, Pages 591-611

  Keller Ressel, Martin ^a   Schachermayer, Walter ^b   Teichmann, Josef ^a  

^a ETH ZURICH   (Switzerland)

^b UNIVERSITY OF VIENNA   (Austria)

Author keywords

Affine processes; Characteristic function; Regularity; Semiflow

Indexed keywords

EID: 80355142271     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00440-010-0309-4     Document Type: Article

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