Pages that link to "Item:Q2940769"
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The following pages link to An Affine Multicurrency Model with Stochastic Volatility and Stochastic Interest Rates (Q2940769):
Displaying 19 items.
- On moment non-explosions for Wishart-based stochastic volatility models (Q323428) (← links)
- A multicurrency extension of the lognormal interest rate market models (Q1849789) (← links)
- Recent advances on eigenvalues of matrix-valued stochastic processes (Q2062789) (← links)
- Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities (Q2096155) (← links)
- Stochastic pricing formulation for hybrid equity warrants (Q2129745) (← links)
- Calibration to FX triangles of the 4/2 model under the benchmark approach (Q2145688) (← links)
- Geometric ergodicity of affine processes on cones (Q2182630) (← links)
- The role of the dependence between mortality and interest rates when pricing guaranteed annuity options (Q2374113) (← links)
- High-dimensional limits of eigenvalue distributions for general Wishart process (Q2657920) (← links)
- COHERENT FOREIGN EXCHANGE MARKET MODELS (Q2970322) (← links)
- Generic pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility (Q3005360) (← links)
- Asymptotic Expansion Approach in Finance (Q4560338) (← 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)
- OPTIMAL CROSS-CURRENCY MORTGAGE DECISIONS (Q5088797) (← links)
- Calibration and advanced simulation schemes for the Wishart stochastic volatility model (Q5234328) (← links)
- XVA in a multi-currency setting with stochastic foreign exchange rates (Q6102925) (← links)
- Foreign exchange option pricing under the 4/2 stochastic volatility model with CIR interest rates. (Q6541106) (← links)
- CBI-time-changed Lévy processes for multi-currency modeling (Q6549592) (← links)
