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Chazal, M, Loeffen, R and Patie, P ORCID: 0000-0003-4221-0439 (2018) Option Pricing in a One-Dimensional Affine Term Structure Model via Spectral Representations. SIAM Journal on Financial Mathematics, 9 (2). pp. 634-664.


Chazal, M, Loeffen, R and Patie, P ORCID: 0000-0003-4221-0439 (2018) Smoothness of continuous state branching with immigration semigroups. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 459 (2). pp. 619-660.

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