Pages that link to "Item:Q550153"
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The following pages link to A characterization of the martingale property of exponentially affine processes (Q550153):
Displaying 7 items.
- Affine processes on symmetric cones (Q300276) (← links)
- Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models (Q404585) (← links)
- Affine processes on positive semidefinite \(d \times d\) matrices have jumps of finite variation in dimension \(d > 1\) (Q449230) (← links)
- Simple examples of pure-jump strict local martingales (Q491181) (← links)
- On the martingale property of certain local martingales (Q664349) (← links)
- Existence of limiting distribution for affine processes (Q777128) (← links)
- Optimal portfolios when variances and covariances can jump (Q1655780) (← links)
