@inbook{697617d10147440188c15c648914b02d,
title = "The Heston Model and Multidimensional Affine Diffusions",
abstract = "In Chap. 1, we have presented the real valued affine diffusions. Basically, these diffusions are either the Ornstein-Uhlenbeck process or the Cox-Ingersoll-Ross process. This chapter presents the general framework for affine diffusions in a multidimensional context. In the first section, we give the definition and the main properties of affine diffusions. Then, we present two examples of vector valued affine processes that are of practical use in finance.",
author = "Aur{\'e}lien Alfonsi",
note = "Publisher Copyright: {\textcopyright} 2015 Springer International Publishing Switzerland.",
year = "2015",
month = jan,
day = "1",
doi = "10.1007/978-3-319-05221-2\_4",
language = "English",
series = "Bocconi and Springer Series",
publisher = "Springer International Publishing",
pages = "93--121",
booktitle = "Bocconi and Springer Series",
}