The Laplace transform of the integrated Volterra Wishart process (Q6054411)
From MaRDI portal
scientific article; zbMATH DE number 7743065
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Laplace transform of the integrated Volterra Wishart process |
scientific article; zbMATH DE number 7743065 |
Statements
The Laplace transform of the integrated Volterra Wishart process (English)
0 references
28 September 2023
0 references
Fredholm's determinant
0 references
Gaussian processes
0 references
quadratic short rate models
0 references
rough volatility models
0 references
Wishart processes
0 references
0 references
0 references
0 references
