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  • Search: subject:"infinite-dimensional affine processes"
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Heath-Jarrow-Morton-Musiela framework 1 Markov chain 1 Markov-Kette 1 Option pricing theory 1 Optionspreistheorie 1 Riccati equations 1 Stochastic process 1 Stochastischer Prozess 1 Volatility 1 Volatilität 1 Yield curve 1 Zinsstruktur 1 forward price dynamics 1 infinite-dimensional affine processes 1 state-dependent jump intensity 1 stochastic volatility 1
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Free 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Cox, Sonja 1 Karbach, Sven 1 Khedher, Asma 1
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Mathematical finance : an international journal of mathematics, statistics and financial economics 1
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ECONIS (ZBW) 1
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An infinite-dimensional affine stochastic volatility model
Cox, Sonja; Karbach, Sven; Khedher, Asma - In: Mathematical finance : an international journal of … 32 (2022) 3, pp. 878-906
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