Pages that link to "Item:Q4971983"
From MaRDI portal
The following pages link to Erratum: Stochastic Evolution Equations for Large Portfolios of Stochastic Volatility Models (Q4971983):
Displaying 6 items.
- Erratum to: ``Positive alphas and a generalized multiple-factor asset pricing model'' (Q253106) (← links)
- Fast mean-reversion asymptotics for large portfolios of stochastic volatility models (Q784739) (← links)
- (Q4979889) (← links)
- Well-posedness of a system of SDEs driven by jump random measures (Q6051211) (← links)
- Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6077690) (← links)
- Stochastic PDEs for large portfolios with general mean-reverting volatility processes (Q6612334) (← links)