Pages that link to "Item:Q2442452"

The following pages link to Density approximations for multivariate affine jump-diffusion processes (Q2442452):

Displaying 13 items.

• Generalized moment estimation of stochastic differential equations (Q311323) (← links)
• Estimating jump-diffusions using closed-form likelihood expansions (Q311641) (← links)
• Moment formulas for multitype continuous state and continuous time branching process with immigration (Q325909) (← links)
• Polynomial diffusions and applications in finance (Q331360) (← links)
• A Monte Carlo multi-asset option pricing approximation for general stochastic processes (Q508289) (← links)
• Realized Laplace transforms for estimation of jump diffusive volatility models (Q738034) (← links)
• The Jacobi stochastic volatility model (Q1650944) (← links)
• From bond yield to macroeconomic instability: a parsimonious affine model (Q1683157) (← links)
• Smoothness of continuous state branching with immigration semigroups (Q1684781) (← links)
• It only takes a few moments to hedge options (Q1734554) (← links)
• A new delta expansion for multivariate diffusions via the Itô-Taylor expansion (Q1740295) (← links)
• Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations (Q1743339) (← links)
• Analytical representations for the basic affine jump diffusion (Q1785484) (← links)