The following pages link to (Q5420974):
Displayed 28 items.
- Affine processes on symmetric cones (Q300276) (← links)
- Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models (Q404585) (← links)
- Moments of MGOU processes and positive semidefinite matrix processes (Q444969) (← 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)
- On the definition, stationary distribution and second order structure of positive semidefinite Ornstein-Uhlenbeck type processes (Q605021) (← links)
- Multivariate COGARCH(1, 1) processes (Q605037) (← links)
- Multivariate supOU processes (Q627238) (← links)
- Optimal portfolios when variances and covariances can jump (Q1655780) (← links)
- Fractional Wishart processes and \(\varepsilon\)-fractional Wishart processes with applications (Q1999688) (← links)
- Infinitely divisible matrix gamma distribution: asymptotic behaviour and parameters estimation (Q2112277) (← links)
- Likelihood theory for the graph Ornstein-Uhlenbeck process (Q2144193) (← links)
- A perturbation analysis of stochastic matrix Riccati diffusions (Q2179615) (← links)
- Geometric ergodicity of affine processes on cones (Q2182630) (← links)
- Infinitely divisible multivariate and matrix gamma distributions (Q2252892) (← links)
- Pricing range notes within Wishart affine models (Q2513635) (← links)
- Modeling the Variance Risk Premium of Equity Indices: The Role of Dependence and Contagion (Q2813080) (← links)
- Cross-Commodity Spot Price Modeling with Stochastic Volatility and Leverage For Energy Markets (Q2837759) (← links)
- Pricing of Forwards and Options in a Multivariate Non-Gaussian Stochastic Volatility Model for Energy Markets (Q2837760) (← links)
- The Explicit Laplace Transform for the Wishart Process (Q2923426) (← links)
- On the Process of the Eigenvalues of a Hermitian Lévy process (Q2956054) (← links)
- THE MULTIVARIATE supOU STOCHASTIC VOLATILITY MODEL (Q4917299) (← links)
- Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices (Q5005036) (← links)
- Stochastic Integral and Covariation Representations for Rectangular Lévy Process Ensembles (Q5038264) (← links)
- MCMC Algorithms for Posteriors on Matrix Spaces (Q5057083) (← links)
- An infinite‐dimensional affine stochastic volatility model (Q6054429) (← links)
- Multivariate continuous-time autoregressive moving-average processes on cones (Q6115253) (← links)