SIMPLE SIMULATION SCHEMES FOR CIR AND WISHART PROCESSES (Q5411741): Difference between revisions

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+Exact and high-order discretization schemes for Wishart processes and their affine extensions
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+High order discretization schemes for the CIR process: Application to affine term structure and Heston models
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+Diffusions of perturbed principal component analysis
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+Wishart processes
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+Affine processes on positive semidefinite matrices
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+A multifactor volatility Heston model
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+THE WISHART SHORT RATE MODEL
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+Discrete time Wishart term structure models
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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