Pages that link to "Item:Q543795"
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The following pages link to Discrete time Wishart term structure models (Q543795):
Displayed 12 items.
- Affine processes on positive semidefinite matrices (Q535197) (← links)
- On strong solutions for positive definite jump diffusions (Q554460) (← links)
- Exact and high-order discretization schemes for Wishart processes and their affine extensions (Q1950261) (← links)
- Option pricing when correlations are stochastic: an analytical framework (Q2425554) (← links)
- Pricing range notes within Wishart affine models (Q2513635) (← links)
- Affine Diffusions with Non-Canonical State Space (Q2905356) (← links)
- The Explicit Laplace Transform for the Wishart Process (Q2923426) (← links)
- DOMAIN RESTRICTIONS ON INTEREST RATES IMPLIED BY NO ARBITRAGE (Q3084600) (← links)
- SOLVABLE AFFINE TERM STRUCTURE MODELS (Q3502129) (← links)
- LINEAR‐QUADRATIC JUMP‐DIFFUSION MODELING (Q3502166) (← links)
- Optimal Portfolios for Financial Markets with Wishart Volatility (Q5407025) (← links)
- SIMPLE SIMULATION SCHEMES FOR CIR AND WISHART PROCESSES (Q5411741) (← links)