Pages that link to "Item:Q1939349"
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The following pages link to A mean-reverting SDE on correlation matrices (Q1939349):
Displaying 5 items.
- The Jacobi stochastic volatility model (Q1650944) (← links)
- Infinite-dimensional polynomial processes (Q2022767) (← links)
- Probability measure-valued polynomial diffusions (Q2631856) (← links)
- On two numerical problems in applied probability : discretization of Stochastic Differential Equations and optimization of an expectation depending on a parameter (Q3451723) (← links)
- Modelling stochastic skew of FX options using SLV models with stochastic spot/vol correlation and correlated jumps (Q5373914) (← links)
