搜索结果: 1-1 共查到“货币银行学 Affine Processes”相关记录1条 . 查询时间(0.051 秒)
Path properties and regularity of affine processes on general state spaces
affine processes path properties regularity Markov semimartingales
2011/7/20
We provide a new proof for regularity of affine processes on general state spaces by methods from the theory of Markovian semimartingales. On the way to this result we also show that the definition of...