Pages that link to "Item:Q3656687"
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The following pages link to Affine Diffusion Processes: Theory and Applications (Q3656687):
Displaying 29 items.
- Large deviations for affine diffusion processes on \(\mathbb R_+^m \times\mathbb R^n\) (Q402407) (← links)
- Affine processes on positive semidefinite \(d \times d\) matrices have jumps of finite variation in dimension \(d > 1\) (Q449230) (← links)
- Affine processes on positive semidefinite matrices (Q535197) (← links)
- On strong solutions for positive definite jump diffusions (Q554460) (← links)
- Existence of limiting distribution for affine processes (Q777128) (← links)
- Quadratic hedging in affine stochastic volatility models (Q836036) (← links)
- Long-term factorization of affine pricing kernels (Q1687374) (← links)
- A characterization of Wishart processes and Wishart distributions (Q1743347) (← links)
- On parameter estimation for critical affine processes (Q1951130) (← links)
- Stochastic invariance of closed sets with non-Lipschitz coefficients (Q1999922) (← links)
- Analytical formula for conditional expectations of path-dependent product of polynomial and exponential functions of extended Cox-Ingersoll-Ross process (Q2071035) (← links)
- Forests, cumulants, martingales (Q2139104) (← links)
- Geometric ergodicity of affine processes on cones (Q2182630) (← links)
- Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem (Q2211346) (← links)
- Linearized filtering of affine processes using stochastic Riccati equations (Q2289789) (← links)
- Perturbation solutions for bond-pricing equations under a multivariate CIR model with weak dependences (Q2315839) (← links)
- Exponential moments of affine processes (Q2341630) (← links)
- Pricing average options under time-changed Lévy processes (Q2447509) (← links)
- Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes (Q2657935) (← links)
- Positive Eigenfunctions of Markovian Pricing Operators: Hansen-Scheinkman Factorization, Ross Recovery, and Long-Term Pricing (Q2806062) (← links)
- Affine Diffusions with Non-Canonical State Space (Q2905356) (← links)
- COHERENT FOREIGN EXCHANGE MARKET MODELS (Q2970322) (← links)
- Stationarity and Ergodicity for an Affine Two-Factor Model (Q3191827) (← links)
- On the Estimation of Jump-Diffusion Models Using Intraday Data: A Filtering-Based Approach (Q4990515) (← links)
- Is the Variance Swap Rate Affine in the Spot Variance? Evidence from S&P500 Data (Q4994351) (← links)
- Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices (Q5005036) (← links)
- Error bounds for the perturbation solution of the transition density under a multi-factor CIR term structure model with weak mean-reversion effect (Q5078025) (← links)
- Exact perturbation approximations for the conditional moments of a multifactor CIR term structure model with a weak mean-reversion influence (Q6567317) (← links)
- Stationary covariance regime for affine stochastic covariance models in Hilbert spaces (Q6619589) (← links)
