Pages that link to "Item:Q2444649"

The following pages link to Transform formulae for linear functionals of affine processes and their bridges on positive semidefinite matrices (Q2444649):

Displaying 14 items.

• Picard iterations for diffusions on symmetric matrices (Q501822) (← links)
• Exact simulation of the Ornstein-Uhlenbeck driven stochastic volatility model (Q1713775) (← links)
• Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations (Q2029925) (← links)
• The log-asset dynamic with Euler-Maruyama scheme under Wishart processes (Q2068271) (← links)
• European option pricing under Wishart processes (Q2240201) (← links)
• The role of the dependence between mortality and interest rates when pricing guaranteed annuity options (Q2374113) (← links)
• The Explicit Laplace Transform for the Wishart Process (Q2923426) (← links)
• (Q4598638) (redirect page) (← links)
• Reducing Bias in Event Time Simulations via Measure Changes (Q5085125) (← links)
• Modeling the Risk in Mortality Projections (Q5106354) (← links)
• Efficient simulation of Lévy-driven point processes (Q5203972) (← links)
• Calibration and advanced simulation schemes for the Wishart stochastic volatility model (Q5234328) (← links)
• Analytical solvability and exact simulation in models with affine stochastic volatility and Lévy jumps (Q6146678) (← links)
• Exact simulation of the multifactor Ornstein-Uhlenbeck driven stochastic volatility model (Q6498604) (← links)