142 citations · 230 across the 39 of their papers we have counts for
Showing 2011 · math.PRShow all
2 papers · 2 filters
math.PR2011★ 5 cited
Path properties and regularity of affine processes on general state spaces
Christa Cuchiero, Josef Teichmann
We provide a new proof for regularity of affine processes on general state spaces by methods from the theory of Markovian semimartingales. On the way to this result we also show th…
math.PR2011★ 2 cited
Regularity of affine processes on general state spaces
Martin Keller-Ressel, Walter Schachermayer, Josef Teichmann
We consider a stochastically continuous, affine Markov process in the sense of Duffie, Filipovic and Schachermayer, with cadlag paths, on a general state space D, i.e. an arbitrary…