Pages that link to "Item:Q1956383"
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The following pages link to Functionals of multidimensional diffusions with applications to finance (Q1956383):
Displaying 28 items.
- Dimension-wise integration of high-dimensional functions with applications to finance (Q708311) (← links)
- Time reversal and last passage time of diffusions with applications to credit risk management (Q784742) (← links)
- Feynman-Kac for functional jump diffusions with an application to credit value adjustment (Q894585) (← links)
- Density symmetries for a class of 2-D diffusions with applications to finance (Q1713463) (← links)
- Credit derivative evaluation and CVA under the benchmark approach (Q2013322) (← links)
- Quasi-shuffle algebras in non-commutative stochastic calculus (Q2107410) (← links)
- Calibration to FX triangles of the 4/2 model under the benchmark approach (Q2145688) (← links)
- Lie symmetry methods for local volatility models (Q2175338) (← links)
- Geometric ergodicity of affine processes on cones (Q2182630) (← links)
- MSE bounds for estimators of matrix functions (Q2226459) (← links)
- Exact pathwise simulation of multi-dimensional Ornstein-Uhlenbeck processes (Q2284760) (← links)
- On conditional least squares estimation for affine diffusions based on continuous time observations (Q2417987) (← links)
- Generalized hyperbolic diffusion processes with applications in finance (Q2757300) (← links)
- Functional limit theorems for stochastic integrals with applications to risk processes and to value processes of self-financing strategies in a multidimensional market. II (Q3114550) (← links)
- Absolutely Continuous Laws of Jump-Diffusions in Finite and Infinite Dimensions with Applications to Mathematical Finance (Q3398284) (← links)
- (Q4356149) (← links)
- Algebraic structure of vector fields in financial diffusion models and its applications (Q4555127) (← links)
- Equivalence and symmetries for variable coefficient linear heat type equations. I (Q4565427) (← links)
- Equivalence and symmetries for variable coefficient linear heat type equations. II. Fundamental solutions (Q4575938) (← 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)
- LESS-EXPENSIVE VALUATION AND RESERVING OF LONG-DATED VARIABLE ANNUITIES WHEN INTEREST RATES AND MORTALITY RATES ARE STOCHASTIC (Q5119562) (← links)
- On a new Sheffer class of polynomials related to normal product distribution (Q5230207) (← links)
- Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations (Q5739671) (← links)
- Analytical solvability and exact simulation in models with affine stochastic volatility and Lévy jumps (Q6146678) (← links)
- A multivariate 4/2 stochastic covariance model: properties and applications to portfolio decisions (Q6158415) (← links)
- Regular and anomalous diffusion. I: Foundations (Q6561867) (← links)
- The mean-reverting 4/2 stochastic volatility model: properties and financial applications (Q6578150) (← links)
