Pages that link to "Item:Q326826"
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The following pages link to Maximum likelihood estimation for Wishart processes (Q326826):
Displaying 6 items.
- On the application of Wishart process to the pricing of equity derivatives: the multi-asset case (Q2051154) (← links)
- Geometric ergodicity of affine processes on cones (Q2182630) (← links)
- Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices (Q5005036) (← links)
- Long-Time Large Deviations for the Multiasset Wishart Stochastic Volatility Model and Option Pricing (Q5215986) (← links)
- Explosion time for some Laplace transforms of the Wishart process (Q5742577) (← links)
- Stationary covariance regime for affine stochastic covariance models in Hilbert spaces (Q6619589) (← links)
