Pages that link to "Item:Q693032"
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The following pages link to Polynomial processes and their applications to mathematical finance (Q693032):
Displaying 10 items.
- Generalized moment estimation of stochastic differential equations (Q311323) (← links)
- Polynomial diffusions and applications in finance (Q331360) (← links)
- Polynomial diffusions on compact quadric sets (Q511135) (← links)
- Existence of limiting distribution for affine processes (Q777128) (← links)
- A general framework for time-changed Markov processes and applications (Q1622827) (← links)
- The Jacobi stochastic volatility model (Q1650944) (← links)
- Chebyshev interpolation for parametric option pricing (Q1650947) (← links)
- A characterization of Wishart processes and Wishart distributions (Q1743347) (← links)
- Stochastic invariance of closed sets with non-Lipschitz coefficients (Q1999922) (← links)
- Log-normal stochastic volatility model with quadratic drift (Q6492032) (← links)
