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PDF-AFFINEPROCESSESANDAPPLICATIONSINFINANCED.DUFFIE,D.FILIPOVIC,W.SCHACHER PDF document

DateSeptember42000 rstdraftSeptember242002thisdraftMathematicsSubjectClassi cationPrimary60J25Secondary90A09KeywordsandphrasesAneProcessCharacteristicFunctionContinuousStateBranchi

Date:September4 2000( rstdraft);September24 2002(thisdraft).MathematicsSubjectClassi cation.Primary:60J25;Secondary:90A09.Keywordsandphrases.AneProcess CharacteristicFunction Continuous-StateBranch-i

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