Pages that link to "Item:Q543795"

The following pages link to Discrete time Wishart term structure models (Q543795):

Displaying 21 items.

• The Wishart autoregressive process of multivariate stochastic volatility (Q302185) (← links)
• Valuation of asset and volatility derivatives using decoupled time-changed Lévy processes (Q315041) (← links)
• Maximum likelihood estimation for Wishart processes (Q326826) (← links)
• A quadratic Kalman filter (Q494365) (← links)
• Affine processes on positive semidefinite matrices (Q535197) (← links)
• On strong solutions for positive definite jump diffusions (Q554460) (← links)
• Exact and high-order discretization schemes for Wishart processes and their affine extensions (Q1950261) (← links)
• A consistent stochastic model of the term structure of interest rates for multiple tenors (Q2191452) (← links)
• The role of the dependence between mortality and interest rates when pricing guaranteed annuity options (Q2374113) (← links)
• Option pricing when correlations are stochastic: an analytical framework (Q2425554) (← links)
• Stochastic Jacobian and Riccati ODE in affine term structure models (Q2477604) (← links)
• Pricing range notes within Wishart affine models (Q2513635) (← links)
• Affine Diffusions with Non-Canonical State Space (Q2905356) (← links)
• The Explicit Laplace Transform for the Wishart Process (Q2923426) (← links)
• DOMAIN RESTRICTIONS ON INTEREST RATES IMPLIED BY NO ARBITRAGE (Q3084600) (← links)
• SOLVABLE AFFINE TERM STRUCTURE MODELS (Q3502129) (← links)
• LINEAR‐QUADRATIC JUMP‐DIFFUSION MODELING (Q3502166) (← links)
• Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices (Q5005036) (← links)
• Optimal Portfolios for Financial Markets with Wishart Volatility (Q5407025) (← links)
• SIMPLE SIMULATION SCHEMES FOR CIR AND WISHART PROCESSES (Q5411741) (← links)
• Explosion time for some Laplace transforms of the Wishart process (Q5742577) (← links)