• 1. Introduction
  • 1.1. Basic Notation
  • 2. Definition and Characterization of Regular Affine Processes
  • 2.1. Existence of Moments
  • 3. Preliminary Results
  • 4. A Representation Result for Regular Processes
  • 5. The Mappings F(u) and R(u)
  • 6. Generalized Riccati Equations
  • 7. CxC (m;n)-Semiflows
  • 8. Feller Property
  • 9. Conservative Regular Affine Processes
  • 10. Proof of the Main Results
  • 10.1. Proof of Theorem 2.7
  • 11. Discounting
  • 11.1. The Feynman-Kac Formula
  • 12. The Choice of the State Space
  • 12.1. Degenerate Examples
  • 13. Financial Applications
  • 13.1. The Term Structure of Interest Rates
  • Appendix A. On the Regularity of Characteristic Functions
  • References