Chazal, M.; Loeffen, R.; Patie, P. Option pricing in a one-dimensional affine term structure model via spectral representations. (English) Zbl 1411.91616 SIAM J. Financ. Math. 9, No. 2, 634-664 (2018). MSC: 91G60 91G20 65M70 65F15 PDFBibTeX XMLCite \textit{M. Chazal} et al., SIAM J. Financ. Math. 9, No. 2, 634--664 (2018; Zbl 1411.91616) Full Text: DOI
Chazal, M.; Loeffen, R.; Patie, P. Smoothness of continuous state branching with immigration semigroups. (English) Zbl 1493.47053 J. Math. Anal. Appl. 459, No. 2, 619-660 (2018). MSC: 47D03 60J80 35K10 47G20 47B28 PDFBibTeX XMLCite \textit{M. Chazal} et al., J. Math. Anal. Appl. 459, No. 2, 619--660 (2018; Zbl 1493.47053) Full Text: DOI arXiv