The following pages link to Polynomial Jump-Diffusion Models (Q5119413):
Displaying 20 items.
- Polynomial diffusions and applications in finance (Q331360) (← links)
- Polynomial processes and their applications to mathematical finance (Q693032) (← links)
- Jump diffusion models and the evolution of financial prices (Q715465) (← links)
- Convexity preserving jump-diffusion models for option pricing (Q874977) (← links)
- Polynomial jump-diffusions on the unit simplex (Q1617132) (← links)
- Inhomogeneous exponential jump model (Q1626607) (← links)
- Markov cubature rules for polynomial processes (Q1986009) (← links)
- Infinite-dimensional polynomial processes (Q2022767) (← links)
- Existence of probability measure valued jump-diffusions in generalized Wasserstein spaces (Q2042641) (← links)
- Asset prices in segmented and integrated markets (Q2211344) (← links)
- Linear credit risk models (Q2282965) (← links)
- Pricing variance swaps under subordinated Jacobi stochastic volatility models (Q2669408) (← links)
- LINEAR‐QUADRATIC JUMP‐DIFFUSION MODELING (Q3502166) (← links)
- (Q4889782) (← links)
- Correlators of Polynomial Processes (Q5013833) (← links)
- PRICING ASIAN OPTIONS WITH CORRELATORS (Q5061498) (← links)
- Matrix calculations for moments of Markov processes (Q6043463) (← links)
- Affine term structure models: A time‐change approach with perfect fit to market curves (Q6054424) (← links)
- Abstract polynomial processes (Q6620090) (← links)
- Modeling clusters in streamflow time series based on an affine process (Q6636251) (← links)