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Affine Markov processes on a general state space

Veerman, E.

Publication date

2011

Link to publication

Citation for published version (APA):

Veerman, E. (2011). Affine Markov processes on a general state space. Uitgeverij BOXPress.

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[23] Damir Filipovi´c and Eberhard Mayerhofer, Affine diffusion processes: theory and applications, Advanced financial modelling, Radon Ser. Comput. Appl. Math., vol. 8, Walter de Gruyter, Berlin, 2009, pp. 125–164.

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[50] P. Spreij, E. Veerman, and P. Vlaar, An affine two-factor heteroskedastic macro-finance term structure model, Applied Mathematical Finance (2011), 1–22.

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[55] T. Yamada and S. Watanabe, On the uniqueness of solutions of stochastic differential equations, Mathematics of Kyoto University 11 (1971), 155–167. [56] Kosaku Yosida, Functional analysis, 6th ed., Springer, 1995.

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