Option pricing when correlations are stochastic: an analytical framework

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scientific article; zbMATH DE number 1414609 (Why is no real title available?)
A YIELD‐FACTOR MODEL OF INTEREST RATES
A closed-form solution for options with stochastic volatility with applications to bond and currency options
Affine processes and applications in finance
Derivative pricing with Wishart multivariate stochastic volatility
Discrete time Wishart term structure models
Estimating the Wishart affine stochastic correlation model using the empirical characteristic function
SOLVABLE AFFINE TERM STRUCTURE MODELS
Transform Analysis and Asset Pricing for Affine Jump-diffusions
Two singular diffusion problems
Wishart processes

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The multivariate mixture dynamics model: shifted dynamics and correlation skew
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