Pages that link to "Item:Q2485845"

The following pages link to Time-inhomogeneous affine processes (Q2485845):

Displaying 37 items.

• Affine realizations with affine state processes for stochastic partial differential equations (Q271881) (← links)
• A tractable LIBOR model with default risk (Q356479) (← links)
• Affine processes on positive semidefinite matrices (Q535197) (← links)
• Affine processes for dynamic mortality and actuarial valuations (Q817280) (← links)
• Quadratic hedging in affine stochastic volatility models (Q836036) (← links)
• Closed-form formulas for conditional moments of inhomogeneous Pearson diffusion processes (Q2060664) (← links)
• Analytical formula for conditional expectations of path-dependent product of polynomial and exponential functions of extended Cox-Ingersoll-Ross process (Q2071035) (← links)
• Markov-modulated affine processes (Q2080289) (← links)
• Inhomogeneous affine Volterra processes (Q2145777) (← links)
• A growth-fragmentation model related to Ornstein-Uhlenbeck type processes (Q2179251) (← links)
• Geometric ergodicity of affine processes on cones (Q2182630) (← links)
• Infinite dimensional affine processes (Q2229682) (← links)
• Asymptotic power utility-based pricing and hedging (Q2257041) (← links)
• Exponentially affine martingales, affine measure changes and exponential moments of affine processes (Q2267544) (← links)
• Linearized filtering of affine processes using stochastic Riccati equations (Q2289789) (← links)
• Continuous tenor extension of affine LIBOR models with multiple curves and applications to XVA (Q2296110) (← links)
• Affine processes beyond stochastic continuity (Q2299583) (← links)
• Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions (Q2439860) (← links)
• Affine stochastic mortality (Q2507942) (← links)
• On a Heath-Jarrow-Morton approach for stock options (Q2516770) (← links)
• Cointegration in continuous time for factor models (Q2633453) (← links)
• Volterra mortality model: actuarial valuation and risk management with long-range dependence (Q2656983) (← links)
• Bond pricing formulas for Markov-modulated affine term structure models (Q2666684) (← links)
• A general multivariate lifetime model with a multivariate additive process as conditional hazard rate increment process (Q2682349) (← links)
• Schumpeterian competition in a Lucas economy (Q2685872) (← links)
• Pricing of long dated equity-linked life insurance contracts (Q2804516) (← links)
• Affine LIBOR models driven by real-valued affine processes (Q2811920) (← links)
• THE AFFINE LIBOR MODELS (Q2851558) (← links)
• Variance optimal hedging for continuous time additive processes and applications (Q2875261) (← links)
• Affine LIBOR Models with Multiple Curves: Theory, Examples and Calibration (Q3195114) (← links)
• Pricing measures, forward measures and semigroups (Q3404098) (← links)
• The fair value of guaranteed annuity options (Q3440844) (← links)
• MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION (Q3521286) (← links)
• UTILITY MAXIMIZATION IN AFFINE STOCHASTIC VOLATILITY MODELS (Q3580219) (← links)
• DYNAMIC DEFAULTABLE TERM STRUCTURE MODELING BEYOND THE INTENSITY PARADIGM (Q4635039) (← links)
• Non-linear affine processes with jumps (Q6090956) (← links)
• Rough Heston Models with Variable Vol-of-Vol and Option Pricing (Q6191801) (← links)