Pages that link to "Item:Q5234328"
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The following pages link to Calibration and advanced simulation schemes for the Wishart stochastic volatility model (Q5234328):
Displaying 9 items.
- Testing robustness in calibration of stochastic volatility models (Q704071) (← links)
- Full and fast calibration of the Heston stochastic volatility model (Q1694942) (← links)
- On the application of Wishart process to the pricing of equity derivatives: the multi-asset case (Q2051154) (← links)
- The log-asset dynamic with Euler-Maruyama scheme under Wishart processes (Q2068271) (← links)
- A new class of multidimensional Wishart-based hybrid models (Q2145697) (← links)
- European option pricing under Wishart processes (Q2240201) (← links)
- Calibration and simulation of Heston model (Q2364763) (← links)
- Transform formulae for linear functionals of affine processes and their bridges on positive semidefinite matrices (Q2444649) (← links)
- Forward starting options pricing under a regime-switching jump-diffusion model with Wishart stochastic volatility and stochastic interest rate (Q6550279) (← links)
