7 results
Strong feller and ergodic properties of the (1+1)-affine process
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- Journal of Applied Probability / Volume 60 / Issue 3 / September 2023
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- 14 March 2023, pp. 812-834
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- September 2023
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Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices
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- Advances in Applied Probability / Volume 52 / Issue 3 / September 2020
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- 24 September 2020, pp. 825-854
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- September 2020
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Exponential ergodicity of an affine two-factor model based on the α-root process
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- Advances in Applied Probability / Volume 49 / Issue 4 / December 2017
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- 17 November 2017, pp. 1144-1169
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- December 2017
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The Explicit Laplace Transform for the Wishart Process
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- Journal of Applied Probability / Volume 51 / Issue 3 / September 2014
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- 30 January 2018, pp. 640-656
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- September 2014
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Stationarity and Ergodicity for an Affine Two-Factor Model
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- Advances in Applied Probability / Volume 46 / Issue 3 / September 2014
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- 22 February 2016, pp. 878-898
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- September 2014
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Conditional Distributions of Processes Related to Fractional Brownian Motion
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- Journal of Applied Probability / Volume 50 / Issue 1 / March 2013
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- 30 January 2018, pp. 166-183
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- March 2013
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Variance-Optimal Hedging in General Affine Stochastic Volatility Models
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- Advances in Applied Probability / Volume 42 / Issue 1 / March 2010
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- 01 July 2016, pp. 83-105
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- March 2010
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