Authors: Cuchiero, Christa Filipovi., Damir Mayerhofer, Eberhard Teichmann, Josef

Citation: Cuchiero, Christa et al., Affine processes on positive semidefinite matrices, Annals of applied probability , 21(2), 2011, pp. 397-463

Authors: Keller-Ressel, Martin Mayerhofer, Eberhard

Citation: Keller-ressel, Martin et Mayerhofer, Eberhard, Exponential moments of affine processes, Annals of applied probability , 25(2), 2015, pp. 714-752