Pages that link to "Item:Q1758411"
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The following pages link to Currency option pricing with Wishart process (Q1758411):
Displaying 7 items.
- On moment non-explosions for Wishart-based stochastic volatility models (Q323428) (← links)
- Risk-sensitive asset management in a Wishart-autoregressive factor model with jumps (Q1627817) (← links)
- Mean-variance portfolio selection with correlation risk (Q2252429) (← links)
- The role of the dependence between mortality and interest rates when pricing guaranteed annuity options (Q2374113) (← links)
- Pricing range notes within Wishart affine models (Q2513635) (← links)
- Mean-variance asset-liability management with asset correlation risk and insurance liabilities (Q2514629) (← links)
- Forward starting options pricing under a regime-switching jump-diffusion model with Wishart stochastic volatility and stochastic interest rate (Q6550279) (← links)
