Pages that link to "Item:Q292036"

The following pages link to Multivariate Jacobi process with application to smooth transitions (Q292036):

Displaying 31 items.

• Polynomial diffusions and applications in finance (Q331360) (← links)
• Stochastic volatility and stochastic leverage (Q470516) (← links)
• Polynomial diffusions on compact quadric sets (Q511135) (← links)
• Exponential series estimator of multivariate densities (Q530957) (← links)
• Polynomial processes and their applications to mathematical finance (Q693032) (← links)
• On optimal arbitrage (Q990375) (← links)
• Polynomial jump-diffusions on the unit simplex (Q1617132) (← links)
• The Jacobi stochastic volatility model (Q1650944) (← links)
• Wavelets-based estimation of nonlinear canonical analysis (Q1933355) (← links)
• A stochastic diffusion process for the Dirichlet distribution (Q1952469) (← links)
• Modeling the intraday electricity demand in Germany (Q1979678) (← links)
• On non-local ergodic Jacobi semigroups: spectral theory, convergence-to-equilibrium and contractivity (Q1996830) (← links)
• Polynomial processes in stochastic portfolio theory (Q1999926) (← links)
• On the bond pricing partial differential equation in a convergence model of interest rates with stochastic correlation (Q2057871) (← links)
• Control strategies for transport networks under demand uncertainty (Q2095537) (← links)
• Semi-implicit Euler-Maruyama scheme for polynomial diffusions on the unit ball (Q2102112) (← links)
• The impact of randomness on the distribution of wealth: some economic aspects of the Wright-Fisher diffusion process (Q2145577) (← links)
• Linear credit risk models (Q2282965) (← links)
• Diffusion processes satisfying a conservation law constraint (Q2444218) (← links)
• Assessing the quality of volatility estimators via option pricing (Q2509440) (← links)
• A jump-diffusion model for the euro overnight rate (Q2893080) (← links)
• Size Distortion in the Analysis of Volatility and Covolatility Effects (Q2950560) (← links)
• Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion) (Q3408539) (← links)
• PAIRS TRADING UNDER DRIFT UNCERTAINTY AND RISK PENALIZATION (Q4555856) (← links)
• Time-inhomogeneous polynomial processes (Q5113867) (← links)
• Polynomial Jump-Diffusion Models (Q5119413) (← links)
• The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes (Q5324878) (← links)
• A stochastic diffusion process for Lochner's generalized Dirichlet distribution (Q5410885) (← links)
• On the Kemeny time for continuous-time reversible and irreversible Markov processes with applications to stochastic resetting and to conditioning towards forever-survival (Q6086701) (← links)
• Strong convergence and stationary distribution of an explicit scheme for the Wright-Fisher model (Q6098976) (← links)
• Jacobi Processes with Jumps as Neuronal Models: A First Passage Time Analysis (Q6202927) (← links)