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Affine processes are regular

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References

2003Affine processes and applications in finance1,044 cited
2010MOMENT EXPLOSIONS AND LONG-TERM BEHAVIOR OF AFFINE STOCHASTIC VOLATILITY MODELS128 cited
2010Term Structure Models Driven by Wiener Processes and Poisson Measures: Existence and Positivity96 cited

Cited by

2016A general HJM framework for multiple yield curve modelling64 cited
2014Time-changed CIR default intensities with two-sided mean-reverting jumps56 cited
2018Affine multiple yield curve models37 cited
2014Stationarity and Ergodicity for an Affine Two-Factor Model36 cited
2010A characterization of the martingale property of exponentially affine processes31 cited
2016Geometric Asian option pricing in general affine stochastic volatility models with jumps30 cited
2009Affine Processes on Positive Semidefinite Matrices29 cited
2013Path Properties and Regularity of Affine Processes on General State Spaces27 cited
2013Regularity of affine processes on general state spaces27 cited

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