Pages that link to "Item:Q323428"
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The following pages link to On moment non-explosions for Wishart-based stochastic volatility models (Q323428):
Displaying 9 items.
- A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps (Q1754049) (← links)
- Stabilization of hybrid stochastic systems in the presence of asynchronous switching and input delay (Q2327614) (← links)
- Delay feedback stabilisation of stochastic differential equations driven by <i>G</i>-Brownian motion (Q5043505) (← links)
- Small-Time smile for the multifactor volatility heston model (Q5139918) (← links)
- EQUILIBRIUM PRICE OF VARIANCE SWAPS UNDER STOCHASTIC VOLATILITY WITH LÉVY JUMPS AND STOCHASTIC INTEREST RATE (Q5384679) (← links)
- Explosion time for some Laplace transforms of the Wishart process (Q5742577) (← links)
- Stabilisation of nonlinear hybrid stochastic systems with time-varying delay by discrete-time feedback controls with a time delay (Q5865453) (← links)
- \(p\)th moment stability of discrete-time Markov jump systems by extended system method (Q6119760) (← links)
- Stability analysis for positive Markov jump systems in \(p\)th moment sense: necessary and sufficient conditions (Q6494988) (← links)
