On moment non-explosions for Wishart-based stochastic volatility models (Q323428): Difference between revisions

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+Moment explosions in stochastic volatility models
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+Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
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+HEDGING (CO)VARIANCE RISK WITH VARIANCE SWAPS
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+Affine processes and applications in finance
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+Q4942156
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+MOMENT EXPLOSIONS AND LONG-TERM BEHAVIOR OF AFFINE STOCHASTIC VOLATILITY MODELS
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+Exponential moments of affine processes
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+Currency option pricing with Wishart process
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+Correlations and bounds for stochastic volatility models
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+On strong solutions for positive definite jump diffusions
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+Option Pricing in Multivariate Stochastic Volatility Models of OU Type
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+An extension of the Euler Laplace transform inversion algorithm with applications in option pricing.
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+Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models
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+A MULTIVARIATE VARIANCE GAMMA MODEL FOR FINANCIAL APPLICATIONS
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+Option pricing with mean reversion and stochastic volatility
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+On a Matrix Riccati Equation of Stochastic Control
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+An analytic valuation method for multivariate contingent claims with regime-switching volatilities
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