Pages that link to "Item:Q693032"

The following pages link to Polynomial processes and their applications to mathematical finance (Q693032):

Displaying 50 items.

• Generalized moment estimation of stochastic differential equations (Q311323) (← links)
• Polynomial diffusions and applications in finance (Q331360) (← links)
• Polynomial diffusions on compact quadric sets (Q511135) (← links)
• Existence of limiting distribution for affine processes (Q777128) (← links)
• Polynomial jump-diffusions on the unit simplex (Q1617132) (← links)
• A general framework for time-changed Markov processes and applications (Q1622827) (← links)
• The Jacobi stochastic volatility model (Q1650944) (← links)
• Chebyshev interpolation for parametric option pricing (Q1650947) (← links)
• A characterization of Wishart processes and Wishart distributions (Q1743347) (← links)
• Modeling the intraday electricity demand in Germany (Q1979678) (← 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)
• Markov-modulated affine processes (Q2080289) (← links)
• Economic scenario generators: a risk management tool for insurance (Q2094843) (← links)
• Semi-implicit Euler-Maruyama scheme for polynomial diffusions on the unit ball (Q2102112) (← links)
• Geometric ergodicity of affine processes on cones (Q2182630) (← links)
• Fast calibration of the libor market model with stochastic volatility and displaced diffusion (Q2190303) (← links)
• On uniqueness of solutions to martingale problems -- counterexamples and sufficient criteria (Q2201509) (← links)
• Infinite dimensional affine processes (Q2229682) (← links)
• A general closed form option pricing formula (Q2418424) (← links)
• Infinitesimal generators of \(q\)-Meixner processes (Q2434506) (← links)
• Density approximations for multivariate affine jump-diffusion processes (Q2442452) (← links)
• Probability measure-valued polynomial diffusions (Q2631856) (← links)
• Cointegration in continuous time for factor models (Q2633453) (← links)
• Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes (Q2657935) (← links)
• Pricing variance swaps under subordinated Jacobi stochastic volatility models (Q2669408) (← links)
• Jacobi stochastic volatility factor for the LIBOR market model (Q2675815) (← links)
• On Some Applications of a Symbolic Representation of Non Centered Lévy Processes (Q2864677) (← links)
• Reduction and reconstruction of stochastic differential equations via symmetries (Q2951770) (← links)
• Stationarity and Ergodicity for an Affine Two-Factor Model (Q3191827) (← links)
• On Markov processes with polynomial conditional moments (Q3450276) (← links)
• Infinitesimal generators for a class of polynomial processes (Q3460242) (← links)
• Orthogonal expansions for VIX options under affine jump diffusions (Q4554474) (← links)
• Alternative to beta coefficients in the context of diffusions (Q4555078) (← links)
• Quantization goes polynomial (Q4991080) (← links)
• Is the Variance Swap Rate Affine in the Spot Variance? Evidence from S&P500 Data (Q4994351) (← links)
• POLYNOMIAL TERM STRUCTURE MODELS (Q4994442) (← links)
• Rational multi-curve models with counterparty-risk valuation adjustments (Q5001175) (← links)
• Correlators of Polynomial Processes (Q5013833) (← links)
• Flows in near algebras with applications to harnesses (Q5039339) (← links)
• Spectral expansions of non-self-adjoint generalized Laguerre semigroups (Q5063334) (← 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)
• Unified signature cumulants and generalized Magnus expansions (Q5866307) (← links)
• Ranked masses in two-parameter Fleming–Viot diffusions (Q5869848) (← links)