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Affine processes 1 Correlation 1 Ergodicity 1 Estimation theory 1 Generalised Feller semigroups 1 Implied forward volatility 1 Invariant measure 1 Korrelation 1 Markov chain 1 Markov-Kette 1 Option pricing theory 1 Optionspreistheorie 1 Schätztheorie 1 Stationarity 1 Stochastic covariance 1 Stochastic process 1 Stochastischer Prozess 1 Time series analysis 1 Volatility 1 Volatilität 1 Yield curve 1 Zeitreihenanalyse 1 Zinsstruktur 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Friesen, Martin 1 Karbach, Sven 1
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Finance and stochastics 1
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ECONIS (ZBW) 1
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Stationary covariance regime for affine stochastic covariance models in Hilbert spaces
Friesen, Martin; Karbach, Sven - In: Finance and stochastics 28 (2024) 4, pp. 1077-1116
Persistent link: https://www.econbiz.de/10015130554
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