Measure-valued affine and polynomial diffusions
From MaRDI portal
Publication:6596205
Recommendations
Cites work
- scientific article; zbMATH DE number 446474 (Why is no real title available?)
- scientific article; zbMATH DE number 1321178 (Why is no real title available?)
- scientific article; zbMATH DE number 1022658 (Why is no real title available?)
- scientific article; zbMATH DE number 1529498 (Why is no real title available?)
- scientific article; zbMATH DE number 1746020 (Why is no real title available?)
- scientific article; zbMATH DE number 3894218 (Why is no real title available?)
- scientific article; zbMATH DE number 3383360 (Why is no real title available?)
- A copositive formulation for the stability number of infinite graphs
- A general HJM framework for multiple yield curve modelling
- A new coalescent for seed-bank models
- A variational approach to copositive matrices
- A weighted occupation time for a class of measure-valued branching processes
- Affine processes and applications in finance
- Affine processes on positive semidefinite matrices
- Affine processes on symmetric cones
- Affine pure-jump processes on positive Hilbert-Schmidt operators
- An infinite‐dimensional affine stochastic volatility model
- Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
- Construction and regularity of measure-valued Markov branching processes
- Controlled measure-valued martingales: a viscosity solution approach
- Existence of probability measure valued jump-diffusions in generalized Wasserstein spaces
- Generalized Feller processes and Markovian lifts of stochastic Volterra processes: the affine case
- Independent increment processes: a multilinearity preserving property
- Infinite dimensional affine processes
- Infinite-dimensional polynomial processes
- Jacobi stochastic volatility factor for the LIBOR market model
- Lifting the Heston model
- Linear credit risk models
- Locally Compact Spaces of Measures
- Markovian lifts of positive semidefinite affine Volterra-type processes
- Mean stochastic comparison of diffusions
- On a Heath-Jarrow-Morton approach for stock options
- One-parameter semigroups of positive operators
- Option pricing with orthogonal polynomial expansions
- Polynomial diffusion models for life insurance liabilities
- Polynomial diffusions and applications in finance
- Polynomial diffusions on compact quadric sets
- Polynomial jump-diffusions on the unit simplex
- Polynomial processes and their applications to mathematical finance
- Polynomial processes in stochastic portfolio theory
- Probability measure-valued polynomial diffusions
- Relative arbitrage in volatility-stabilized markets
- Representation of infinite-dimensional forward price models in commodity markets
- Stochastic Portfolio Theory: an Overview
- Stochastic modeling of electricity and related markets.
- Term structure modelling for multiple curves with stochastic discontinuities
- The Jacobi stochastic volatility model
- The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes
- Time-non-local Pearson diffusions
- Volatility is rough
This page was built for publication: Measure-valued affine and polynomial diffusions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6596205)
