Pages that link to "Item:Q1950261"

The following pages link to Exact and high-order discretization schemes for Wishart processes and their affine extensions (Q1950261):

Displayed 8 items.

• Affine processes on positive semidefinite \(d \times d\) matrices have jumps of finite variation in dimension \(d > 1\) (Q449230) ‎ (← links)
• On strong solutions for positive definite jump diffusions (Q554460) ‎ (← links)
• High order splitting schemes with complex timesteps and their application in mathematical finance (Q2252368) ‎ (← links)
• Transform formulae for linear functionals of affine processes and their bridges on positive semidefinite matrices (Q2444649) ‎ (← links)
• The Explicit Laplace Transform for the Wishart Process (Q2923426) ‎ (← links)
• On two numerical problems in applied probability : discretization of Stochastic Differential Equations and optimization of an expectation depending on a parameter (Q3451723) ‎ (← links)
• SIMPLE SIMULATION SCHEMES FOR CIR AND WISHART PROCESSES (Q5411741) ‎ (← links)
• Maximum Principles for Boundary-Degenerate Second Order Linear Elliptic Differential Operators (Q5746975) ‎ (← links)