Pages that link to "Item:Q905380"

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

Displayed 16 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)
• 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)
• Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity (Q4554494) ‎ (← links)
• Optimal investment under multi-factor stochastic volatility (Q4555076) ‎ (← links)
• Partial Differential Equation Pricing of Contingent Claims under Stochastic Correlation (Q4600012) ‎ (← links)
• Algorithm 963 (Q5270763) ‎ (← links)