Details
Title
Affine Diffusion Processes: Theory and Applications
Author(s)
Filipovic, Damir ; Mayerhofer, Eberhard
Published in
Radon Series Comp. Appl. Math
Volume
8
Pages
1-40
Date
2009
Laboratories
CSF
Record Appears in
Scientific production and competences > CDM - College of Management of Technology > SFI - Swiss Finance Institute at EPFL > CSF - The Swissquote Chair in Quantitative Finance
Peer-reviewed publications
Work outside EPFL
Conference Papers
Published
Peer-reviewed publications
Work outside EPFL
Conference Papers
Published
Record creation date
2013-08-13