Enno Veerman

Identifiers

• name variant Enno Veerman 0.60 · backfill

Papers (3)

1. The affine transform formula for affine jump-diffusions with a general closed convex state space math.PR · 2010 · author #2
2. Affine diffusions with non-canonical state space math.PR · 2010 · author #2
3. Multivariate Feller conditions in term structure models: Why do(n't) we care? q-fin.ST · 2008 · author #2

Mentions

• 1005.1099 #2 · backfill · confidence 0.70 Enno Veerman
• 1004.0429 #2 · backfill · confidence 0.70 Enno Veerman
• 0804.1039 #2 · backfill · confidence 0.70 Enno Veerman

Frequent Coauthors

• Peter Spreij 3 shared papers
• Peter Vlaar 1 shared papers