On Inhomogeneous Affine Volterra Processes: Stationarity and Applications to the Volterra Heston Model

Fuente: arXiv

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Bibliographic Details
Main Authors:	Gnabeyeu, Emmanuel, Pagès, Gilles, Rosenbaum, Mathieu
Format:	Preprint
Published:	2025
Subjects:	Probability Mathematical Finance 45D05, 60G10, 60H10, 60G22, 91B24, 91B70, 91G80
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2512.09590