Calibration and advanced simulation schemes for the Wishart stochastic volatility model (Q5234328): Difference between revisions

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+Exact and high-order discretization schemes for Wishart processes and their affine extensions
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+Wishart processes
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+Series Representations of Distributions of Quadratic Forms in Normal Variables. I. Central Case
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+Exponential Operators and Parameter Differentiation in Quantum Physics
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+Publication:5234328