Mayerhofer, Eberhard
- Affine processes on symmetric cones
2011/12/06 by Cuchiero, Christa, Keller-Ressel, Martin, Mayerhofer, Eberhard +1 · 1 citation
#15B48 #60J25 #FOS: Mathematics #Probability (math.PR)
- Affine Processes
2014/09/05 by Eberhard Mayerhofer, Mayerhofer, Eberhard · 1 citation
Decision Sciences · #Analysis of PDEs (math.AP) #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Probabilistic and Robust Engineering Design #Probability (math.PR)