Pages that link to "Item:Q331360"
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The following pages link to Polynomial diffusions and applications in finance (Q331360):
Displayed 44 items.
- Polynomial diffusions on compact quadric sets (Q511135) (← links)
- Polynomial jump-diffusions on the unit simplex (Q1617132) (← links)
- A general framework for time-changed Markov processes and applications (Q1622827) (← links)
- Dependent defaults and losses with factor copula models (Q1648673) (← links)
- The Jacobi stochastic volatility model (Q1650944) (← links)
- Replicating portfolio approach to capital calculation (Q1691451) (← links)
- Affine processes with compact state space (Q1748933) (← links)
- Markov cubature rules for polynomial processes (Q1986009) (← links)
- Stochastic invariance of closed sets with non-Lipschitz coefficients (Q1999922) (← links)
- Polynomial processes in stochastic portfolio theory (Q1999926) (← links)
- Infinite-dimensional polynomial processes (Q2022767) (← links)
- Semi-implicit Euler-Maruyama scheme for polynomial diffusions on the unit ball (Q2102112) (← links)
- Fast calibration of the libor market model with stochastic volatility and displaced diffusion (Q2190303) (← links)
- A consistent stochastic model of the term structure of interest rates for multiple tenors (Q2191452) (← links)
- On uniqueness of solutions to martingale problems -- counterexamples and sufficient criteria (Q2201509) (← links)
- Asset prices in segmented and integrated markets (Q2211344) (← links)
- Infinite dimensional affine processes (Q2229682) (← links)
- Valuation of electricity storage contracts using the COS method (Q2245038) (← links)
- Linear credit risk models (Q2282965) (← links)
- Structural properties of the seed bank and the two island diffusion (Q2311905) (← links)
- Polynomial diffusion models for life insurance liabilities (Q2374102) (← links)
- Probability measure-valued polynomial diffusions (Q2631856) (← links)
- Cointegration in continuous time for factor models (Q2633453) (← links)
- Pricing variance swaps under subordinated Jacobi stochastic volatility models (Q2669408) (← links)
- Jacobi stochastic volatility factor for the LIBOR market model (Q2675815) (← links)
- Quantization goes polynomial (Q4991080) (← links)
- POLYNOMIAL TERM STRUCTURE MODELS (Q4994442) (← links)
- Correlators of Polynomial Processes (Q5013833) (← links)
- PRICING ASIAN OPTIONS WITH CORRELATORS (Q5061498) (← links)
- Independent increment processes: a multilinearity preserving property (Q5086705) (← links)
- Time-inhomogeneous polynomial processes (Q5113867) (← links)
- Polynomial Jump-Diffusion Models (Q5119413) (← links)
- A Multifactor Polynomial Framework for Long-Term Electricity Forwards with Delivery Period (Q5131416) (← links)
- Polynomial Processes for Power Prices (Q5217497) (← links)
- Asian option pricing with orthogonal polynomials (Q5234316) (← links)
- Dynamical Polynomial Chaos Expansions and Long Time Evolution of Differential Equations with Random Forcing (Q5741194) (← links)
- LINEAR STOCHASTIC DIVIDEND MODEL (Q5854311) (← links)
- Matrix calculations for moments of Markov processes (Q6043463) (← links)
- Signature-Based Models: Theory and Calibration (Q6048449) (← links)
- Risk‐neutral pricing techniques and examples (Q6054366) (← links)
- Discount models (Q6074009) (← links)
- Evaluation of integrals with fractional Brownian motion for different Hurst indices (Q6106716) (← links)
- Model‐free portfolio theory: A rough path approach (Q6146674) (← links)
- Scaling limits of bisexual Galton–Watson processes (Q6164106) (← links)