Salam alaikum.
Shaykh Abdulaziz ibn Baz (rahimahullah) was asked about person who married to his own daughter which was born from adultery.
He said:
هذا النكاح باطل، ما دام أنها ابنته من الزنا فالذي عليه جمهور أهل العلم، أنه نكاح باطل، لأنها خلقت من مائه فلا يجوز له نكاحها، وإن كانت غير شرعية، بنت غير شرعية ولكنها تدخل في عموم -جل وعلا-: حُرِّمَتْ عَلَيْكُمْ أُمَّهَاتُكُمْ وَبَنَاتُكُمْ[النساء: 23]، فهي بنت غير شرعية، خلقت من مائه فيكون نكاحها باطلا، ولا تنسب إليه، ولا تكون محرماً له، ولكن نكاحها باطل عند أهل العلم، لأنها خلقت من مائه غير الشرعي، فيحرم عليه نكاحها ولا تنسب إليه.
This marriage is void. Even is she is his daughter from adultery, majority of scholars upon opinion that this marriage is void. Because she was created from his water (sperm), and it is not permitted to him marry her. Even if she was not born in accordance to Shariah. She is his daughter not in accordance to Shariah, but she included in the general meaning of verse (Nisa 23) – Your mothers and daughters forbidden for you. And she is his non shari daughter. Created from his water, and her marriage (with him) void. She is not attributed to him (in any matter -like inheritance and etc), and she is not his mahram. BUT (ANYWAY) HER MARRIAGE IMPERMISSIBLE IN ACCORDANCE TO POSSESSORS OF KNOWLEDGE. Because she was born from his water not in accordance to the sharia. And it is not permitted for him to marry her, and to attribute her (to himself).