Pages that link to "Item:Q535197"
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The following pages link to Affine processes on positive semidefinite matrices (Q535197):
Displaying 50 items.
- Affine realizations with affine state processes for stochastic partial differential equations (Q271881) (← links)
- A general HJM framework for multiple yield curve modelling (Q287657) (← links)
- Backward SDE representation for stochastic control problems with nondominated controlled intensity (Q292927) (← links)
- Affine processes on symmetric cones (Q300276) (← links)
- On moment non-explosions for Wishart-based stochastic volatility models (Q323428) (← links)
- Maximum likelihood estimation for Wishart processes (Q326826) (← links)
- Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models (Q404585) (← links)
- Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions (Q436302) (← links)
- Affine processes on positive semidefinite \(d \times d\) matrices have jumps of finite variation in dimension \(d > 1\) (Q449230) (← links)
- Fourier transform methods for pathwise covariance estimation in the presence of jumps (Q468730) (← links)
- Picard iterations for diffusions on symmetric matrices (Q501822) (← links)
- On strong solutions for positive definite jump diffusions (Q554460) (← links)
- Long-term yield in an affine HJM framework on \(S_{d}^{+}\) (Q722068) (← links)
- Existence of limiting distribution for affine processes (Q777128) (← links)
- Optimal portfolios when variances and covariances can jump (Q1655780) (← links)
- A characterization of Wishart processes and Wishart distributions (Q1743347) (← links)
- Affine processes with compact state space (Q1748933) (← links)
- Analytic pricing of volatility-equity options within Wishart-based stochastic volatility models (Q1785445) (← links)
- Exact and high-order discretization schemes for Wishart processes and their affine extensions (Q1950261) (← links)
- Stochastic invariance of closed sets with non-Lipschitz coefficients (Q1999922) (← links)
- Generalized Feller processes and Markovian lifts of stochastic Volterra processes: the affine case (Q2021524) (← links)
- Markov-modulated affine processes (Q2080289) (← links)
- Inhomogeneous affine Volterra processes (Q2145777) (← links)
- Affine pure-jump processes on positive Hilbert-Schmidt operators (Q2157326) (← links)
- A perturbation analysis of stochastic matrix Riccati diffusions (Q2179615) (← links)
- Geometric ergodicity of affine processes on cones (Q2182630) (← links)
- Weak symmetries of stochastic differential equations driven by semimartingales with jumps (Q2184605) (← links)
- Boundary estimates for a degenerate parabolic equation with partial Dirichlet boundary conditions (Q2187680) (← links)
- A consistent stochastic model of the term structure of interest rates for multiple tenors (Q2191452) (← links)
- Existence of densities for multi-type continuous-state branching processes with immigration (Q2196373) (← links)
- Infinite dimensional affine processes (Q2229682) (← links)
- On the stability of matrix-valued Riccati diffusions (Q2274203) (← links)
- Affine Volterra processes (Q2286463) (← links)
- Linearized filtering of affine processes using stochastic Riccati equations (Q2289789) (← links)
- Markovian lifts of positive semidefinite affine Volterra-type processes (Q2292045) (← links)
- Affine processes beyond stochastic continuity (Q2299583) (← links)
- Regime switching affine processes with applications to finance (Q2308173) (← links)
- Exponential moments of affine processes (Q2341630) (← links)
- Exotic one-parameter semigroups of endomorphisms of a symmetric cone (Q2341902) (← links)
- A unified approach to pricing and risk management of equity and credit risk (Q2349596) (← links)
- The role of the dependence between mortality and interest rates when pricing guaranteed annuity options (Q2374113) (← links)
- Affine representations of fractional processes with applications in mathematical finance (Q2419969) (← links)
- Density approximations for multivariate affine jump-diffusion processes (Q2442452) (← links)
- Transform formulae for linear functionals of affine processes and their bridges on positive semidefinite matrices (Q2444649) (← links)
- Time-changed CIR default intensities with two-sided mean-reverting jumps (Q2448696) (← links)
- Pricing range notes within Wishart affine models (Q2513635) (← links)
- On non-negative modeling with CARMA processes (Q2633848) (← links)
- Bond pricing formulas for Markov-modulated affine term structure models (Q2666684) (← links)
- Riding on the smiles (Q2866376) (← links)
- Affine Diffusions with Non-Canonical State Space (Q2905356) (← links)
