Pages that link to "Item:Q1999926"
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The following pages link to Polynomial processes in stochastic portfolio theory (Q1999926):
Displayed 12 items.
- Markov cubature rules for polynomial processes (Q1986009) (← links)
- Infinite-dimensional polynomial processes (Q2022767) (← links)
- Existence of probability measure valued jump-diffusions in generalized Wasserstein spaces (Q2042641) (← links)
- Asset prices in segmented and integrated markets (Q2211344) (← links)
- Infinite dimensional affine processes (Q2229682) (← links)
- Is the Variance Swap Rate Affine in the Spot Variance? Evidence from S&P500 Data (Q4994351) (← links)
- Correlators of Polynomial Processes (Q5013833) (← links)
- Polynomial Jump-Diffusion Models (Q5119413) (← links)
- A Multifactor Polynomial Framework for Long-Term Electricity Forwards with Delivery Period (Q5131416) (← links)
- Matrix calculations for moments of Markov processes (Q6043463) (← links)
- Robust asymptotic growth in stochastic portfolio theory under long‐only constraints (Q6054405) (← links)
- Model‐free portfolio theory: A rough path approach (Q6146674) (← links)