Pages that link to "Item:Q693032"
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The following pages link to Polynomial processes and their applications to mathematical finance (Q693032):
Displaying 13 items.
- Polynomial Processes for Power Prices (Q5217497) (← links)
- Unified signature cumulants and generalized Magnus expansions (Q5866307) (← links)
- Ranked masses in two-parameter Fleming–Viot diffusions (Q5869848) (← links)
- Matrix calculations for moments of Markov processes (Q6043463) (← links)
- Signature-Based Models: Theory and Calibration (Q6048449) (← links)
- Risk‐neutral pricing techniques and examples (Q6054366) (← links)
- Log-normal stochastic volatility model with quadratic drift (Q6492032) (← links)
- Measure-valued affine and polynomial diffusions (Q6596205) (← links)
- Infinitesimal generators for a family of polynomial processes -- an algebraic approach (Q6619732) (← links)
- Abstract polynomial processes (Q6620090) (← links)
- Stationary, Markov, stochastic processes with polynomial conditional moments and continuous paths (Q6647786) (← links)
- Polynomial approximation of discounted moments (Q6659478) (← links)
- Joint calibration to SPX and VIX options with signature-based models (Q6667578) (← links)