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most citedHeat modulated affine stochastic volatility models for forward curve dynamics

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math.PR2025

Measure-Valued CARMA Processes

Fred Espen Benth, Sven Karbach, Asma Khedher

In this paper, we examine continuous-time autoregressive moving-average (CARMA) processes on Banach spaces driven by Lévy subordinators. We show their existence and cone-invarianc…