Publications in Scientific Journals:
M. Keller-Ressel:
"Moment Explosions and Long-Term Behavior of Affine Stochastic Volatility Models";
Mathematical Finance,
21
(2011),
1;
73
- 98.
"Official" electronic version of the publication (accessed through its Digital Object Identifier - DOI)
http://dx.doi.org/10.1111/j.1467-9965.2010.00423.x
Related Projects:
Project Head Josef Teichmann:
START Preis Projekt: Geometrie stochastischer Differentialgleichungen
Created from the Publication Database of the Vienna University of Technology.