@techreport{NBERt0281,
 title = "Affine Processes and Application in Finance",
 author = "D. Duffie and D. Filipovic and W. Schachermayer",
 institution = "National Bureau of Economic Research",
 type = "Working Paper",
 series = "Technical Working Paper Series",
 number = "281",
 year = "2002",
 month = "September",
 URL = "http://www.nber.org/papers/t0281",
 abstract = {We provide the definition and a complete characterization of regular affine processes. This type of process unifies the concepts of continuousstate branching processes with immigration and Ornstein-Uhlenbeck type processes. We show, and provide foundations for, a wide range of financial applications for regular affine processes.},
}