Pages that link to "Item:Q535197"

The following pages link to Affine processes on positive semidefinite matrices (Q535197):

Displaying 26 items.

• The explicit Laplace transform for the Wishart process (Q2923426) (← links)
• The Gärtner-Ellis Theorem, Homogenization, and Affine Processes (Q4560336) (← links)
• On Wishart and noncentral Wishart distributions on symmetric cones (Q4633772) (← links)
• THE WISHART SHORT RATE MODEL (Q4909141) (← links)
• General closed-form basket option pricing bounds (Q5001150) (← links)
• Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices (Q5005036) (← links)
• Geometric ergodicity of the multivariate COGARCH(1,1) process (Q5086715) (← links)
• Long-Time Large Deviations for the Multiasset Wishart Stochastic Volatility Model and Option Pricing (Q5215986) (← links)
• Calibration and advanced simulation schemes for the Wishart stochastic volatility model (Q5234328) (← links)
• On a gateway between the Laguerre process and dynamics on partitions (Q5235491) (← links)
• Matrix Poincaré, Φ-Sobolev inequalities, and quantum ensembles (Q5379353) (← links)
• SIMPLE SIMULATION SCHEMES FOR CIR AND WISHART PROCESSES (Q5411741) (← links)
• Explosion time for some Laplace transforms of the Wishart process (Q5742577) (← links)
• Affine Variance Swap Curve Models (Q5746533) (← links)
• Maximum Principles for Boundary-Degenerate Second Order Linear Elliptic Differential Operators (Q5746975) (← links)
• Unified signature cumulants and generalized Magnus expansions (Q5866307) (← links)
• Short Communication: Caplet Pricing in Affine Models for Alternative Risk-Free Rates (Q5886356) (← links)
• The Laplace transform of the integrated Volterra Wishart process (Q6054411) (← links)
• An infinite‐dimensional affine stochastic volatility model (Q6054429) (← links)
• Multivariate continuous-time autoregressive moving-average processes on cones (Q6115253) (← links)
• Affine Volterra processes with jumps (Q6189179) (← links)
• Pricing guaranteed annuity options in a linear-rational Wishart mortality model (Q6199669) (← links)
• Measure-valued affine and polynomial diffusions (Q6596205) (← links)
• Stationary covariance regime for affine stochastic covariance models in Hilbert spaces (Q6619589) (← links)
• Infinite-dimensional Wishart processes (Q6620091) (← links)
• Constrained dynamics, stochastic numerical methods and the modeling of complex systems. Abstracts from the workshop held May 26--31, 2024 (Q6671623) (← links)