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Results: 3
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  • Spreij, P., & Veerman, E. (2012). Affine diffusions with non-canonical state space. Stochastic Analysis and Applications, 30(4), 605-641. https://doi.org/10.1080/07362994.2012.684322
  • Spreij, P., Veerman, E., & Vlaar, P. (2011). An affine two-factor heteroskedastic macro-finance term structure model. Applied Mathematical Finance, 18(4), 331-352. https://doi.org/10.1080/1350486X.2010.517664
  • Open Access
    Veerman, E. (2011). Affine Markov processes on a general state space. [Thesis, fully internal, Universiteit van Amsterdam]. Uitgeverij BOXPress.
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