Continuous affine processes: transformations, Markov chains and life insurance
- 期刊名称Advances in Applied Probability
- 作者Buchardt, Kristian
- 卷第48卷
- 期第2期
- 印刷ISSN0001-8678
- 电子ISSN1475-6064
- 文件大小300.08KB
- 发表时间2016-06
- DOI10.1017/apr.2016.8
- 页码423-442
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