1. Nonnegativity preserving convolution kernels. Application to Stochastic Volterra Equations in closed convex domains and their approximation. (2025). Alfonsi, Aurlien.
   In: Stochastic Processes and their Applications.
   RePEc:eee:spapps:v:181:y:2025:i:c:s0304414924002436.

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2. Global universal approximation of functional input maps on weighted spaces. (2025). Schmocker, Philipp ; Teichmann, Josef ; Cuchiero, Christa.
   In: Papers.
   RePEc:arx:papers:2306.03303.

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3. Signature SDEs from an affine and polynomial perspective. (2025). Svaluto-Ferro, Sara ; Teichmann, Josef ; Cuchiero, Christa.
   In: Papers.
   RePEc:arx:papers:2302.01362.

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4. Optimal control in linear-quadratic stochastic advertising models with memory. (2024). Giordano, Michele ; Yurchenko-Tytarenko, Anton.
   In: Decisions in Economics and Finance.
   RePEc:spr:decfin:v:47:y:2024:i:1:d:10.1007_s10203-023-00409-x.

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5. Markovian lifting and asymptotic log-Harnack inequality for stochastic Volterra integral equations. (2024). Hamaguchi, Yushi.
   In: Stochastic Processes and their Applications.
   RePEc:eee:spapps:v:178:y:2024:i:c:s0304414924001881.

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6. Measure-valued affine and polynomial diffusions. (2024). Svaluto-Ferro, Sara ; di Persio, Luca ; Guida, Francesco ; Cuchiero, Christa.
   In: Stochastic Processes and their Applications.
   RePEc:eee:spapps:v:175:y:2024:i:c:s030441492400098x.

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7. Nonnegativity preserving convolution kernels. Application to Stochastic Volterra Equations in closed convex domains and their approximation. (2024). Alfonsi, Aur'Elien.
   In: Papers.
   RePEc:arx:papers:2302.07758.

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8. Joint calibration to SPX and VIX options with signature-based models. (2024). Svaluto-Ferro, Sara ; Moller, Janka ; Gazzani, Guido ; Cuchiero, Christa.
   In: Papers.
   RePEc:arx:papers:2301.13235.

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9. The Laplace transform of the integrated Volterra Wishart process. (2024). Jaber, Eduardo Abi.
   In: Papers.
   RePEc:arx:papers:1911.07719.

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10. Ramifications of generalized Feller theory. (2023). Mollmann, Tonio ; Teichmann, Josef ; Cuchiero, Christa.
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    RePEc:arx:papers:2308.03858.

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11. The characteristic function of Gaussian stochastic volatility models: an analytic expression. (2022). Jaber, Eduardo Abi.
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:26:y:2022:i:4:d:10.1007_s00780-022-00489-4.

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12. The characteristic function of Gaussian stochastic volatility models: an analytic expression. (2022). Jaber, Eduardo Abi.
    In: Working Papers.
    RePEc:hal:wpaper:hal-02946146.

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13. The characteristic function of Gaussian stochastic volatility models: an analytic expression. (2022). Jaber, Eduardo Abi.
    In: Post-Print.
    RePEc:hal:journl:hal-02946146.

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14. The Laplace transform of the integrated Volterra Wishart process. (2022). Jaber, Eduardo Abi.
    In: Post-Print.
    RePEc:hal:journl:hal-02367200.

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15. The characteristic function of Gaussian stochastic volatility models: an analytic expression. (2022). Jaber, Eduardo Abi.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:hal-02946146.

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16. The Laplace transform of the integrated Volterra Wishart process. (2022). Jaber, Eduardo Abi.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:hal-02367200.

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17. Inhomogeneous affine Volterra processes. (2022). Kruse, Thomas ; Overbeck, Ludger ; Ackermann, Julia.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:150:y:2022:i:c:p:250-279.

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18. The characteristic function of Gaussian stochastic volatility models: an analytic expression. (2022). Jaber, Eduardo Abi.
    In: Papers.
    RePEc:arx:papers:2009.10972.

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19. Infinite-dimensional polynomial processes. (2021). Svaluto-Ferro, Sara ; Cuchiero, Christa.
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:25:y:2021:i:2:d:10.1007_s00780-021-00450-x.

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20. Markowitz portfolio selection for multivariate affine and quadratic Volterra models. (2021). Jaber, Eduardo Abi ; Pham, Huyen ; Miller, Enzo.
    In: Post-Print.
    RePEc:hal:journl:hal-02877569.

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21. Markowitz portfolio selection for multivariate affine and quadratic Volterra models. (2021). Jaber, Eduardo Abi ; Pham, Huyen ; Miller, Enzo.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:hal-02877569.

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22. Measure-valued affine and polynomial diffusions. (2021). Svaluto-Ferro, Sara ; di Persio, Luca ; Guida, Francesco ; Cuchiero, Christa.
    In: Papers.
    RePEc:arx:papers:2112.15129.

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23. Markowitz portfolio selection for multivariate affine and quadratic Volterra models. (2021). Pham, Huyen ; Miller, Enzo ; Jaber, Eduardo Abi.
    In: Papers.
    RePEc:arx:papers:2006.13539.

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24. Markowitz portfolio selection for multivariate affine and quadratic Volterra models. (2020). Pham, Huyen ; Miller, Enzo ; Jaber, Eduardo Abi.
    In: Working Papers.
    RePEc:hal:wpaper:hal-02877569.

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25. The Laplace transform of the integrated Volterra Wishart process. (2020). Jaber, Eduardo Abi.
    In: Working Papers.
    RePEc:hal:wpaper:hal-02367200.

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26. Volatility and volatility-linked derivatives: estimation, modeling, and pricing. (2019). Mancino, Maria Elvira ; Wang, Tai-Ho ; Alos, Elisa.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:42:y:2019:i:2:d:10.1007_s10203-019-00271-w.

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27. Infinite dimensional polynomial processes. (2019). Svaluto-Ferro, Sara ; Cuchiero, Christa.
    In: Papers.
    RePEc:arx:papers:1911.02614.

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28. From microscopic price dynamics to multidimensional rough volatility models. (2019). Tomas, Mehdi ; Rosenbaum, Mathieu.
    In: Papers.
    RePEc:arx:papers:1910.13338.

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1. The Laplace transform of the integrated Volterra Wishart process. (2024). Jaber, Eduardo Abi.
   In: Papers.
   RePEc:arx:papers:1911.07719.

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2. Caplet pricing in affine models for alternative risk-free rates. (2023). Fontana, Claudio.
   In: Papers.
   RePEc:arx:papers:2202.09116.

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3. The Laplace transform of the integrated Volterra Wishart process. (2022). Jaber, Eduardo Abi.
   In: Post-Print.
   RePEc:hal:journl:hal-02367200.

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4. The Laplace transform of the integrated Volterra Wishart process. (2022). Jaber, Eduardo Abi.
   In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
   RePEc:hal:cesptp:hal-02367200.

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5. The Laplace transform of the integrated Volterra Wishart process. (2022). Jaber, Eduardo Abi.
   In: Mathematical Finance.
   RePEc:bla:mathfi:v:32:y:2022:i:1:p:309-348.

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6. Measure-valued affine and polynomial diffusions. (2021). Svaluto-Ferro, Sara ; di Persio, Luca ; Guida, Francesco ; Cuchiero, Christa.
   In: Papers.
   RePEc:arx:papers:2112.15129.

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7. Regime switching affine processes with applications to finance. (2020). Spreij, Peter ; Beek, Misha ; Mandjes, Michel ; Winands, Erik.
   In: Finance and Stochastics.
   RePEc:spr:finsto:v:24:y:2020:i:2:d:10.1007_s00780-020-00419-2.

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8. The Laplace transform of the integrated Volterra Wishart process. (2020). Jaber, Eduardo Abi.
   In: Working Papers.
   RePEc:hal:wpaper:hal-02367200.

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9. Existence of densities for multi-type continuous-state branching processes with immigration. (2020). Jin, Peng ; Friesen, Martin ; Rudiger, Barbara.
   In: Stochastic Processes and their Applications.
   RePEc:eee:spapps:v:130:y:2020:i:9:p:5426-5452.

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10. Geometric ergodicity of affine processes on cones. (2020). Stelzer, Robert ; Vestweber, Johanna ; Mayerhofer, Eberhard.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:130:y:2020:i:7:p:4141-4173.

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11. Linearized filtering of affine processes using stochastic Riccati equations. (2020). Gonon, Lukas ; Teichmann, Josef.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:130:y:2020:i:1:p:394-430.

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12. A consistent stochastic model of the term structure of interest rates for multiple tenors. (2020). Schlogl, Erik ; Alfeus, Mesias ; Grasselli, Martino.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188920300312.

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13. Local asymptotic properties for Cox‐Ingersoll‐Ross process with discrete observations. (2020). Tran, Ngoc Khue ; ben Alaya, Mohamed ; Kebaier, Ahmed.
    In: Scandinavian Journal of Statistics.
    RePEc:bla:scjsta:v:47:y:2020:i:4:p:1401-1464.

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14. Refined model of the covariance/correlation matrix between securities. (2020). Valeyre, Sebastien.
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15. Correlation risk and international portfolio choice. (2019). Weisheit, Stefan ; Branger, Nicole ; Muck, Matthias.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:39:y:2019:i:1:p:128-146.

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16. Stochastic Modelling of New Phenomena in Financial Markets. (2019). Alfeus, Mesias.
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17. Stochastic Modelling of New Phenomena in Financial Markets. (2019). Alfeus, Mesias.
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    RePEc:uts:finphd:1-2019.

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18. Markovian lifts of positive semidefinite affine Volterra-type processes. (2019). Teichmann, Josef ; Cuchiero, Christa.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:42:y:2019:i:2:d:10.1007_s10203-019-00268-5.

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19. Stochastic invariance of closed sets with non-Lipschitz coefficients. (2019). Jaber, Eduardo Abi ; Illand, Camille ; Bouchard, Bruno.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:129:y:2019:i:5:p:1726-1748.

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20. Affine representations of fractional processes with applications in mathematical finance. (2019). Harms, Philipp ; Stefanovits, David.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:129:y:2019:i:4:p:1185-1228.

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21. Affine multiple yield curve models. (2019). Gnoatto, Alessandro ; Fontana, Claudio ; Cuchiero, Christa.
    In: Mathematical Finance.
    RePEc:bla:mathfi:v:29:y:2019:i:2:p:568-611.

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22. Markovian lifts of positive semidefinite affine Volterra type processes. (2019). Teichmann, Josef ; Cuchiero, Christa.
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23. Stochastic invariance of closed sets with non-Lipschitz coefficients. (2018). Bouchard, Bruno ; Jaber, Eduardo ; Illand, Camille.
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24. A characterization of Wishart processes and Wishart distributions. (2018). Graczyk, Piotr ; Maecki, Jacek ; Mayerhofer, Eberhard.
    In: Stochastic Processes and their Applications.
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25. A Consistent Stochastic Model of the Term Structure of Interest Rates for Multiple Tenors. (2018). Schlogl, Erik ; Alfeus, Mesias ; Grasselli, Martino.
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26. Long-time large deviations for the multi-asset Wishart stochastic volatility model and option pricing. (2018). Tankov, Peter ; Krief, David ; Alfonsi, Aur'Elien.
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27. Affine processes beyond stochastic continuity. (2018). Schmidt, Thorsten ; Wardenga, Robert ; Keller-Ressel, Martin.
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28. Exact Simulation of the Wishart Multidimensional Stochastic Volatility Model. (2017). Kang, Wanmo ; Lee, Jong Mun.
    In: Operations Research.
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29. Optimal portfolios when variances and covariances can jump. (2017). Weisheit, Stefan ; Branger, Nicole ; Muck, Matthias ; Seifried, Frank Thomas.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:85:y:2017:i:c:p:59-89.

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30. General Price Bounds for Guaranteed Annuity Options. (2017). Sabanis, Sotirios ; Bahl, Raj Kumari.
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31. Affine multiple yield curve models. (2017). Gnoatto, Alessandro ; Fontana, Claudio ; Cuchiero, Christa.
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32. A general HJM framework for multiple yield curve modelling. (2016). Gnoatto, Alessandro ; Fontana, Claudio ; Cuchiero, Christa.
    In: Finance and Stochastics.
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33. Maximum likelihood estimation for Wishart processes. (2016). Rey, Clement ; Alfonsi, Aurelien ; Kebaier, Ahmed.
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34. The role of the dependence between mortality and interest rates when pricing Guaranteed Annuity Options. (2016). Grasselli, Martino ; Deelstra, Griselda ; van Weverberg, Christopher .
    In: Insurance: Mathematics and Economics.
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35. Stochastic correlation and risk premia in term structure models. (2016). To, Thuy-Duong ; Hsiao, Chih-Ying ; Chiarella, Carl.
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36. On moment non-explosions for Wishart-based stochastic volatility models. (2016). DA FONSECA, José.
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37. Fourier transform methods for pathwise covariance estimation in the presence of jumps. (2015). Teichmann, Josef ; Cuchiero, Christa.
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38. Smile with the Gaussian term structure model. (2015). Palidda, Ernesto ; Alfonsi, Aur'Elien ; Ahdida, Abdelkoddousse.
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39. A general HJM framework for multiple yield curve modeling. (2015). Gnoatto, Alessandro ; Fontana, Claudio ; Cuchiero, Christa.
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40. A general HJM framework for multiple yield curve modeling. (2014). Gnoatto, Alessandro ; Fontana, Claudio ; Cuchiero, Christa.
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41. Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models. (2014). Richter, Anja.
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42. Pricing range notes within Wishart affine models. (2014). DA FONSECA, José ; Grasselli, Martino.
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43. The G\{a}rtner-Ellis theorem, homogenization, and affine processes. (2014). Teichmann, Josef ; Gulisashvili, Archil.
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44. Computation of copulas by Fourier methods. (2014). Papapantoleon, Antonis.
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45. Transform formulae for linear functionals of affine processes and their bridges on positive semidefinite matrices. (2013). Kang, Wanmo.
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    RePEc:eee:spapps:v:123:y:2013:i:6:p:2419-2445.

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46. A mean-reverting SDE on correlation matrices. (2013). Alfonsi, Aurelien ; Ahdida, Abdelkoddousse.
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47. On the existence of non-central Wishart distributions. (2013). Mayerhofer, Eberhard.
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48. Path properties and regularity of affine processes on general state spaces. (2013). Teichmann, Josef ; Cuchiero, Christa.
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49. Affine processes on positive semidefinite d×d matrices have jumps of finite variation in dimension d>1. (2012). Mayerhofer, Eberhard.
    In: Stochastic Processes and their Applications.
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50. On strong solutions for positive definite jump diffusions. (2011). Stelzer, Robert ; Pfaffel, Oliver ; Mayerhofer, Eberhard.
    In: Stochastic Processes and their Applications.
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