The following pages link to Approximation of some processes (Q5933675):
Displaying 18 items.
- Affine fractional stochastic volatility models (Q470522) (← links)
- Martingale transforms and Girsanov theorem for long-memory Gaussian processes (Q1612950) (← links)
- An integrate-and-fire model to generate spike trains with long-range dependence (Q1628248) (← links)
- Strong convergence rates for Markovian representations of fractional processes (Q2033871) (← links)
- Affine representations of fractional processes with applications in mathematical finance (Q2419969) (← links)
- Approximating some Volterra type stochastic integrals with applications to parameter estimation. (Q2574562) (← links)
- Superposition of Diffusions with Linear Generator and its Multifractal Limit Process (Q4709879) (← links)
- On semilinear stochastic fractional differential equations of Volterra type (Q4828186) (← links)
- American Options in the Volterra Heston Model (Q5080128) (← links)
- Integral representation of generalized grey Brownian motion (Q5086494) (← links)
- Portfolio Optimization in Fractional and Rough Heston Models (Q5112724) (← links)
- Lifting the Heston model (Q5120731) (← links)
- Multifactor Approximation of Rough Volatility Models (Q5227408) (← links)
- Approximation of the fractional Brownian sheet<i>VIA</i>Ornstein-Uhlenbeck sheet (Q5429595) (← links)
- WEAK ERROR RATES FOR OPTION PRICING UNDER LINEAR ROUGH VOLATILITY (Q5878691) (← links)
- Stochastic analysis for vector-valued generalized grey Brownian motion (Q6040482) (← links)
- The Laplace transform of the integrated Volterra Wishart process (Q6054411) (← links)
- Approximation of Stochastic Volterra Equations with kernels of completely monotone type (Q6140843) (← links)
