Pages that link to "Item:Q5392719"
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The following pages link to Derivative Pricing With Wishart Multivariate Stochastic Volatility (Q5392719):
Displayed 16 items.
- Minimax estimation for mixtures of Wishart distributions (Q450011) (← links)
- Affine processes on positive semidefinite matrices (Q535197) (← links)
- Discrete time Wishart term structure models (Q543795) (← links)
- On strong solutions for positive definite jump diffusions (Q554460) (← links)
- A stochastic correlation model with mean reversion for pricing multi-asset options (Q841855) (← links)
- Linearization of a matrix Riccati equation associated to an optimal control problem (Q2247880) (← links)
- Mean-variance portfolio selection with correlation risk (Q2252429) (← links)
- Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing (Q2347718) (← links)
- Option pricing when correlations are stochastic: an analytical framework (Q2425554) (← links)
- Pricing range notes within Wishart affine models (Q2513635) (← links)
- Mean-variance asset-liability management with asset correlation risk and insurance liabilities (Q2514629) (← links)
- Riding on the smiles (Q2866376) (← links)
- The Explicit Laplace Transform for the Wishart Process (Q2923426) (← links)
- HEDGING (CO)VARIANCE RISK WITH VARIANCE SWAPS (Q3100994) (← links)
- Optimal Portfolios for Financial Markets with Wishart Volatility (Q5407025) (← links)
- Continuous Time Wishart Process for Stochastic Risk (Q5485103) (← links)