Pages that link to "Item:Q1650944"
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The following pages link to The Jacobi stochastic volatility model (Q1650944):
Displaying 25 items.
- A general framework for time-changed Markov processes and applications (Q1622827) (← links)
- Markov cubature rules for polynomial processes (Q1986009) (← links)
- Infinite-dimensional polynomial processes (Q2022767) (← links)
- Economic scenario generators: a risk management tool for insurance (Q2094843) (← links)
- Linear credit risk models (Q2282965) (← links)
- Pricing variance swaps under subordinated Jacobi stochastic volatility models (Q2669408) (← links)
- Variance swaps under multiscale stochastic volatility of volatility (Q2671216) (← links)
- Jacobi stochastic volatility factor for the LIBOR market model (Q2675815) (← links)
- Alternative to beta coefficients in the context of diffusions (Q4555078) (← links)
- MEAN REVERSION TRADING WITH SEQUENTIAL DEADLINES AND TRANSACTION COSTS (Q4608111) (← links)
- Optimal Investment with Transaction Costs and Stochastic Volatility Part II: Finite Horizon (Q4614937) (← links)
- Quantization goes polynomial (Q4991080) (← links)
- Is the Variance Swap Rate Affine in the Spot Variance? Evidence from S&P500 Data (Q4994351) (← links)
- Correlators of Polynomial Processes (Q5013833) (← links)
- Independent increment processes: a multilinearity preserving property (Q5086705) (← links)
- Polynomial Jump-Diffusion Models (Q5119413) (← links)
- A Multifactor Polynomial Framework for Long-Term Electricity Forwards with Delivery Period (Q5131416) (← links)
- Numerical solutions of Black-Scholes integro-differential equations with convergence analysis (Q5229826) (← links)
- Asian option pricing with orthogonal polynomials (Q5234316) (← links)
- Matrix calculations for moments of Markov processes (Q6043463) (← links)
- Stochastic evolution of distributions and functional Bollinger bands (Q6580710) (← links)
- Measure-valued affine and polynomial diffusions (Q6596205) (← links)
- An exponential nonuniform Berry-Esseen bound of the maximum likelihood estimator in a Jacobi process (Q6617603) (← links)
- Abstract polynomial processes (Q6620090) (← links)
- Higher order approximation of option prices in Barndorff-Nielsen and Shephard models (Q6657684) (← links)
