Exponential Moments of Affine Processes

Research output: Contribution to journal › Research article › Contributed › peer-review

Contributors

  • Martin Keller-Ressel - (Author)
  • Eberhard Mayerhofer - (Author)

Details

Original languageEnglish
JournalAnnals of Applied Probability
Issue number2
Publication statusPublished - 2015
Peer-reviewedYes

External IDs

Scopus 84923472622

Keywords

Keywords

  • affine process, exponential moments, stochastic process