Pages that link to "Item:Q2419969"

The following pages link to Affine representations of fractional processes with applications in mathematical finance (Q2419969):

Displaying 13 items.

• Strong convergence rates for Markovian representations of fractional processes (Q2033871) (← links)
• How does tempering affect the local and global properties of fractional Brownian motion? (Q2116488) (← links)
• Inhomogeneous affine Volterra processes (Q2145777) (← links)
• Linear-quadratic control for a class of stochastic Volterra equations: solvability and approximation (Q2240882) (← links)
• The characteristic function of Gaussian stochastic volatility models: an analytic expression (Q2675814) (← links)
• American Options in the Volterra Heston Model (Q5080128) (← links)
• Integral representation of generalized grey Brownian motion (Q5086494) (← links)
• Portfolio Optimization in Fractional and Rough Heston Models (Q5112724) (← links)
• Multifactor Approximation of Rough Volatility Models (Q5227408) (← links)
• WEAK ERROR RATES FOR OPTION PRICING UNDER LINEAR ROUGH VOLATILITY (Q5878691) (← links)
• Stochastic analysis for vector-valued generalized grey Brownian motion (Q6040482) (← links)
• The Laplace transform of the integrated Volterra Wishart process (Q6054411) (← links)
• Approximation of Stochastic Volterra Equations with kernels of completely monotone type (Q6140843) (← links)