Pages that link to "Item:Q2347718"
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The following pages link to Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing (Q2347718):
Displaying 4 items.
- On moment non-explosions for Wishart-based stochastic volatility models (Q323428) (← links)
- A dynamic factor model with stylized facts to forecast volatility for an optimal portfolio (Q2163718) (← links)
- Econometric analysis of financial derivatives: an overview (Q2347714) (← links)
- A fractionally integrated Wishart stochastic volatility model (Q5864454) (← links)
