AFFINE PROCESSES AND APPLICATIONS IN FINANCE
| Year of publication: |
2002
|
|---|---|
| Authors: | Duffie, D. ; Filipovic, D. ; Schachermayer, W. |
| Published in: |
Technical working paper / National Bureau of Economic Research. - Cambridge, Mass : NBER, ISSN 1073-2489, ZDB-ID 12272425. - 2002, 281
|