4. Mathematics
  5. Probability

Enno Veerman

Mathematics – Probability

Scientist

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Scientist

University of Amsterdam

Affine diffusions with non-canonical state space

Mathematics – Probability
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Multivariate Feller conditions in term structure models: Why do(n't) we care?

Economy – Quantitative Finance – Statistical Finance
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Negative volatility for a 2-dimensional square root SDE

Mathematics – Probability
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The affine transform formula for affine jump-diffusions with a general closed convex state space

Mathematics – Probability
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