Markovian lifts of positive semidefinite affine Volterra-type processes
Crossref DOI link: https://doi.org/10.1007/s10203-019-00268-5
Published Online: 2019-11-08
Published Print: 2019-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Cuchiero, Christa
Teichmann, Josef
Funding for this research was provided by:
WWTF (MA 16-021)
Text and Data Mining valid from 2019-11-08
Version of Record valid from 2019-11-08
Article History
Received: 5 May 2019
Accepted: 7 September 2019
First Online: 8 November 2019