Pages that link to "Item:Q554460"

The following pages link to On strong solutions for positive definite jump diffusions (Q554460):

Displaying 32 items.

• Affine processes on symmetric cones (Q300276) (← links)
• On moment non-explosions for Wishart-based stochastic volatility models (Q323428) (← links)
• Polynomial diffusions and applications in finance (Q331360) (← links)
• Affine processes on positive semidefinite \(d \times d\) matrices have jumps of finite variation in dimension \(d > 1\) (Q449230) (← links)
• Picard iterations for diffusions on symmetric matrices (Q501822) (← links)
• Affine processes on positive semidefinite matrices (Q535197) (← links)
• Long-term yield in an affine HJM framework on \(S_{d}^{+}\) (Q722068) (← links)
• Risk-sensitive asset management in a Wishart-autoregressive factor model with jumps (Q1627817) (← links)
• Analytic pricing of volatility-equity options within Wishart-based stochastic volatility models (Q1785445) (← links)
• Exact and high-order discretization schemes for Wishart processes and their affine extensions (Q1950261) (← links)
• Fractional Wishart processes and \(\varepsilon\)-fractional Wishart processes with applications (Q1999688) (← links)
• Stochastic invariance of closed sets with non-Lipschitz coefficients (Q1999922) (← links)
• Polynomial processes in stochastic portfolio theory (Q1999926) (← links)
• Recent advances on eigenvalues of matrix-valued stochastic processes (Q2062789) (← links)
• A perturbation analysis of stochastic matrix Riccati diffusions (Q2179615) (← links)
• Geometric ergodicity of affine processes on cones (Q2182630) (← links)
• Short-run risk, business cycle, and the value premium (Q2246740) (← links)
• On the stability of matrix-valued Riccati diffusions (Q2274203) (← links)
• Stochastic differential equations for eigenvalues and eigenvectors of a \(G\)-Wishart process with drift (Q2307640) (← links)
• Structural properties of the seed bank and the two island diffusion (Q2311905) (← links)
• On non-negative modeling with CARMA processes (Q2633848) (← links)
• Affine Diffusions with Non-Canonical State Space (Q2905356) (← links)
• The Explicit Laplace Transform for the Wishart Process (Q2923426) (← links)
• THE WISHART SHORT RATE MODEL (Q4909141) (← links)
• Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices (Q5005036) (← links)
• Calibration and advanced simulation schemes for the Wishart stochastic volatility model (Q5234328) (← links)
• Long-Term Optimal Investment in Matrix Valued Factor Models (Q5280243) (← links)
• Multidimensional Yamada-Watanabe theorem and its applications to particle systems (Q5396305) (← links)
• Optimal Portfolios for Financial Markets with Wishart Volatility (Q5407025) (← links)
• Model‐free portfolio theory: A rough path approach (Q6146674) (← links)
• Motion by mean curvature and Dyson Brownian motion (Q6177604) (← links)
• Pricing guaranteed annuity options in a linear-rational Wishart mortality model (Q6199669) (← links)