Pages that link to "Item:Q2442452"
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The following pages link to Density approximations for multivariate affine jump-diffusion processes (Q2442452):
Displayed 23 items.
- Generalized moment estimation of stochastic differential equations (Q311323) (← links)
- Estimating jump-diffusions using closed-form likelihood expansions (Q311641) (← links)
- Moment formulas for multitype continuous state and continuous time branching process with immigration (Q325909) (← links)
- Polynomial diffusions and applications in finance (Q331360) (← links)
- Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
- A Monte Carlo multi-asset option pricing approximation for general stochastic processes (Q508289) (← links)
- Realized Laplace transforms for estimation of jump diffusive volatility models (Q738034) (← links)
- The Jacobi stochastic volatility model (Q1650944) (← links)
- From bond yield to macroeconomic instability: a parsimonious affine model (Q1683157) (← links)
- Smoothness of continuous state branching with immigration semigroups (Q1684781) (← links)
- It only takes a few moments to hedge options (Q1734554) (← links)
- A new delta expansion for multivariate diffusions via the Itô-Taylor expansion (Q1740295) (← links)
- Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations (Q1743339) (← links)
- Analytical representations for the basic affine jump diffusion (Q1785484) (← links)
- A general closed form option pricing formula (Q2418424) (← links)
- Calibration and filtering for multi factor commodity models with seasonality: incorporating panel data from futures contracts (Q2513643) (← links)
- Exponential Ergodicity of the Jump-Diffusion CIR Process (Q2801798) (← links)
- Stationarity and Ergodicity for an Affine Two-Factor Model (Q3191827) (← links)
- Affine Point Processes: Approximation and Efficient Simulation (Q3465933) (← links)
- Orthogonal expansions for VIX options under affine jump diffusions (Q4554474) (← links)
- Valuing variable annuity guarantees on multiple assets (Q4575460) (← links)
- A moment-based analytic approximation of the risk-neutral density of American options (Q4585684) (← links)
- Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations (Q5742595) (← links)