Pages that link to "Item:Q5234328"
From MaRDI portal
The following pages link to Calibration and advanced simulation schemes for the Wishart stochastic volatility model (Q5234328):
Displaying 4 items.
- On the application of Wishart process to the pricing of equity derivatives: the multi-asset case (Q2051154) (← links)
- The log-asset dynamic with Euler-Maruyama scheme under Wishart processes (Q2068271) (← links)
- A new class of multidimensional Wishart-based hybrid models (Q2145697) (← links)
- European option pricing under Wishart processes (Q2240201) (← links)
