Pages that link to "Item:Q550153"
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The following pages link to A characterization of the martingale property of exponentially affine processes (Q550153):
Displaying 15 items.
- Affine processes on symmetric cones (Q300276) (← links)
- Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models (Q404585) (← links)
- Affine processes on positive semidefinite \(d \times d\) matrices have jumps of finite variation in dimension \(d > 1\) (Q449230) (← links)
- Simple examples of pure-jump strict local martingales (Q491181) (← links)
- Affine processes on positive semidefinite matrices (Q535197) (← links)
- On the martingale property of certain local martingales (Q664349) (← links)
- Existence of limiting distribution for affine processes (Q777128) (← links)
- Optimal portfolios when variances and covariances can jump (Q1655780) (← links)
- Geometric ergodicity of affine processes on cones (Q2182630) (← links)
- Linearized filtering of affine processes using stochastic Riccati equations (Q2289789) (← links)
- Exponential moments of affine processes (Q2341630) (← links)
- Weak tail conditions for local martingales (Q2421830) (← links)
- Stochastic explosion and non-uniqueness for \(\alpha\)-Riccati equation (Q2633840) (← links)
- Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes (Q2657935) (← links)
- ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME-HOMOGENEOUS DIFFUSIONS (Q2968278) (← links)
