78 citations · 171 across the 33 of their papers we have counts for
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Martin Keller-Ressel, Walter Schachermayer, Josef Teichmann
We show that stochastically continuous, time-homogeneous affine processes on the canonical state space $\Rplus^m \times \RR^n$ are always regular. In the paper of \citet{Duffie2003…