Pages that link to "Item:Q905380"

The following pages link to Estimating the Wishart affine stochastic correlation model using the empirical characteristic function (Q905380):

Displaying 15 items.

• Maximum likelihood estimation for Wishart processes (Q326826) (← links)
• Affine processes on positive semidefinite matrices (Q535197) (← links)
• Long-term yield in an affine HJM framework on \(S_{d}^{+}\) (Q722068) (← links)
• A multivariate stochastic volatility model with applications in the foreign exchange market (Q1621630) (← links)
• Risk-sensitive asset management in a Wishart-autoregressive factor model with jumps (Q1627817) (← links)
• Dynamic derivative strategies with stochastic interest rates and model uncertainty (Q1657151) (← links)
• On the application of Wishart process to the pricing of equity derivatives: the multi-asset case (Q2051154) (← links)
• Recent advances on eigenvalues of matrix-valued stochastic processes (Q2062789) (← links)
• Comparison of stochastic correlation models (Q2314458) (← links)
• Option pricing when correlations are stochastic: an analytical framework (Q2425554) (← links)
• Pricing range notes within Wishart affine models (Q2513635) (← links)
• High-dimensional limits of eigenvalue distributions for general Wishart process (Q2657920) (← links)
• ON THE HESTON MODEL WITH STOCHASTIC CORRELATION (Q2828053) (← links)
• The Explicit Laplace Transform for the Wishart Process (Q2923426) (← links)
• Pricing guaranteed annuity options in a linear-rational Wishart mortality model (Q6199669) (← links)