Stationarity and ergodicity for an affine two factor model

DOI:	https://doi.org/10.1239/aap/1409319564
URL:	https://arxiv.org/abs/1302.2534
Additional URL:	https://www.jstor.org/stable/43563380
Document Type:	Article
Year of publication:	2014
The title of a journal, publication series:	Advances in Applied Probability
Volume:	46
Issue number:	3
Page range:	878-898
Place of publication:	Sheffield [u.a.]
Publishing house:	Applied Probability Trust
ISSN:	0001-8678 , 1475-6064
Publication language:	English
Institution:	School of Business Informatics and Mathematics > Probability Theory (Döring 2017-)
Subject:	510 Mathematics

Dieser Datensatz wurde nicht während einer Tätigkeit an der Universität Mannheim veröffentlicht, dies ist eine Externe Publikation.

BASE: Barczy, Mátyás ; Döring, Leif ; Li, Zenghu ; Pap, Gyula

Google Scholar: Barczy, Mátyás ; Döring, Leif ; Li, Zenghu ; Pap, Gyula

ORCID: Barczy, Mátyás, Döring, Leif

, Li, Zenghu and Pap, Gyula

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