Pages that link to "Item:Q905380"
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The following pages link to Estimating the Wishart affine stochastic correlation model using the empirical characteristic function (Q905380):
Displaying 21 items.
- Maximum likelihood estimation for Wishart processes (Q326826) (← links)
- Affine processes on positive semidefinite matrices (Q535197) (← links)
- Long-term yield in an affine HJM framework on \(S_{d}^{+}\) (Q722068) (← links)
- A multivariate stochastic volatility model with applications in the foreign exchange market (Q1621630) (← links)
- Risk-sensitive asset management in a Wishart-autoregressive factor model with jumps (Q1627817) (← links)
- Dynamic derivative strategies with stochastic interest rates and model uncertainty (Q1657151) (← links)
- On the application of Wishart process to the pricing of equity derivatives: the multi-asset case (Q2051154) (← links)
- Recent advances on eigenvalues of matrix-valued stochastic processes (Q2062789) (← links)
- Comparison of stochastic correlation models (Q2314458) (← links)
- Option pricing when correlations are stochastic: an analytical framework (Q2425554) (← links)
- Pricing range notes within Wishart affine models (Q2513635) (← links)
- High-dimensional limits of eigenvalue distributions for general Wishart process (Q2657920) (← links)
- ON THE HESTON MODEL WITH STOCHASTIC CORRELATION (Q2828053) (← links)
- The Explicit Laplace Transform for the Wishart Process (Q2923426) (← links)
- Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity (Q4554494) (← links)
- Optimal investment under multi-factor stochastic volatility (Q4555076) (← links)
- Partial Differential Equation Pricing of Contingent Claims under Stochastic Correlation (Q4600012) (← links)
- International portfolio choice under multi-factor stochastic volatility (Q5079408) (← links)
- A stochastic volatility factor model of heston type. Statistical properties and estimation (Q5085832) (← links)
- Algorithm 963 (Q5270763) (← links)
- Pricing guaranteed annuity options in a linear-rational Wishart mortality model (Q6199669) (← links)
