Markov-modulated affine processes

@article{Kurt2021MarkovmodulatedAP,
  title={Markov-modulated affine processes},
  author={Kevin Kurt and R{\"u}diger Frey},
  journal={Stochastic Processes and their Applications},
  year={2021}
}
  • Kevin KurtR. Frey
  • Published 30 June 2021
  • Mathematics
  • Stochastic Processes and their Applications
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