78 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Bank of JapanJP1 paper
- Federal Department of FinanceCH1 paper
- King's College LondonGB1 paper
- Kyoto UniversityJP1 paper
- Osnabrück UniversityDE1 paper
- University of Applied Sciences St. GallenCH1 paper
- University of Cape TownZA1 paper
- University of OxfordGB1 paper
- University of St.GallenCH1 paper
- University of TurinIT1 paper
Showing math.PRShow all
2 papers · 1 filter
math.PR2011
Affine processes on positive semidefinite d x d matrices have jumps of finite variation in dimension d > 1
Eberhard Mayerhofer
The theory of affine processes on the space of positive semidefinite d x d matrices has been established in a joint work with Cuchiero, Filipović and Teichmann (2011). We confirm t…
math.PR2010★ 1 cited
On the existence of non-central Wishart distributions
Eberhard Mayerhofer
This paper deals with the existence issue of non-central Wishart distributions which is a research topic initiated by Wishart (1928), and with important contributions by e.g., Lévy…