Pages that link to "Item:Q605021"

The following pages link to On the definition, stationary distribution and second order structure of positive semidefinite Ornstein-Uhlenbeck type processes (Q605021):

Displaying 33 items.

• Affine processes on symmetric cones (Q300276) (← links)
• Stochastic covariance and dimension reduction in the pricing of basket options (Q345719) (← links)
• Functional regular variation of Lévy-driven multivariate mixed moving average processes (Q385628) (← links)
• Moments of MGOU processes and positive semidefinite matrix processes (Q444969) (← links)
• Stochastic volatility and stochastic leverage (Q470516) (← links)
• Efficiently pricing double barrier derivatives in stochastic volatility models (Q488214) (← links)
• Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration (Q528158) (← links)
• On strong solutions for positive definite jump diffusions (Q554460) (← links)
• On the definition, stationary distribution and second order structure of positive semidefinite Ornstein-Uhlenbeck type processes (Q605021) (← links)
• Multivariate COGARCH(1, 1) processes (Q605037) (← links)
• Multivariate supOU processes (Q627238) (← links)
• On the use of high frequency measures of volatility in MIDAS regressions (Q726593) (← links)
• Mean-variance hedging based on an incomplete market with external risk factors of non-Gaussian OU processes (Q1666165) (← links)
• Weak dependence and GMM estimation of supOU and mixed moving average processes (Q1722057) (← links)
• Inference in a multivariate generalized mean-reverting process with a change-point (Q1984652) (← links)
• High-frequency estimation of the Lévy-driven graph Ornstein-Uhlenbeck process (Q2084463) (← links)
• Infinitely divisible matrix gamma distribution: asymptotic behaviour and parameters estimation (Q2112277) (← links)
• Likelihood theory for the graph Ornstein-Uhlenbeck process (Q2144193) (← links)
• Geometric ergodicity of affine processes on cones (Q2182630) (← links)
• Infinitely divisible multivariate and matrix gamma distributions (Q2252892) (← links)
• Cross-Commodity Spot Price Modeling with Stochastic Volatility and Leverage For Energy Markets (Q2837759) (← links)
• Pricing of Forwards and Options in a Multivariate Non-Gaussian Stochastic Volatility Model for Energy Markets (Q2837760) (← links)
• The Explicit Laplace Transform for the Wishart Process (Q2923426) (← links)
• Tail behavior of multivariate lévy-driven mixed moving average processes and supOU Stochastic Volatility Models (Q3111058) (← links)
• <i>Stochastic Correlation and Volatility Mean-reversion</i>– Empirical Motivation and Derivatives Pricing via Perturbation Theory (Q4586319) (← links)
• THE WISHART SHORT RATE MODEL (Q4909141) (← links)
• THE MULTIVARIATE supOU STOCHASTIC VOLATILITY MODEL (Q4917299) (← links)
• Existence and Uniqueness of Viscosity Solutions of an Integro-differential Equation Arising in Option Pricing (Q4988556) (← links)
• Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices (Q5005036) (← links)
• A stochastic volatility factor model of heston type. Statistical properties and estimation (Q5085832) (← links)
• Building multivariate Sato models with linear dependence (Q5234317) (← links)
• An estimator for the cumulative co‐volatility of asynchronously observed semimartingales with jumps (Q5418636) (← links)
• Multivariate continuous-time autoregressive moving-average processes on cones (Q6115253) (← links)