Publications in Scientific Journals:
C. Cuchiero, D. Filipovic, E. Mayerhofer, J. Teichmann:
"Affine processes on positive semidefinite matrices";
Annals of Applied Probability,
21
(2011),
2;
397
- 463.
"Official" electronic version of the publication (accessed through its Digital Object Identifier - DOI)
http://dx.doi.org/10.1214/10-AAP710
Related Projects:
Project Head Josef Teichmann:
START Preis Projekt: Geometrie stochastischer Differentialgleichungen
Created from the Publication Database of the Vienna University of Technology.