Pages that link to "Item:Q2442452"

The following pages link to Density approximations for multivariate affine jump-diffusion processes (Q2442452):

Displaying 44 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)
• Efficient estimation and filtering for multivariate jump-diffusions (Q2024483) (← links)
• On the boundary behavior of multi-type continuous-state branching processes with immigration (Q2064884) (← links)
• Existence of densities for multi-type continuous-state branching processes with immigration (Q2196373) (← links)
• Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps (Q2246642) (← links)
• Estimating functions for jump-diffusions (Q2274300) (← links)
• Simulated likelihood estimators for discretely observed jump-diffusions (Q2280574) (← links)
• Linear credit risk models (Q2282965) (← links)
• A least squares-type density estimator using a polynomial function (Q2291316) (← 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)
• Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models (Q2657004) (← links)
• Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes (Q2657935) (← links)
• Jacobi stochastic volatility factor for the LIBOR market model (Q2675815) (← 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)
• PRICING ASIAN OPTIONS WITH CORRELATORS (Q5061498) (← links)
• Error bounds for the perturbation solution of the transition density under a multi-factor CIR term structure model with weak mean-reversion effect (Q5078025) (← links)
• On the anisotropic stable JCIR process (Q5119398) (← links)
• Polynomial Jump-Diffusion Models (Q5119413) (← links)
• Technical Note—Options Portfolio Selection (Q5130505) (← links)
• NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY (Q5221310) (← links)
• Asian option pricing with orthogonal polynomials (Q5234316) (← links)
• Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations (Q5742595) (← links)
• Coupling methods and exponential ergodicity for two‐factor affine processes (Q6047317) (← links)
• Regularity of transition densities and ergodicity for affine jump‐diffusions (Q6047388) (← links)
• Volterra square-root process: stationarity and regularity of the law (Q6126106) (← links)