Annie Qu, Bruce G. Lindsay, Bing Li, Improving Generalised Estimating Equations Using Quadratic Inference Functions, Biometrika, Vol. 87, No. 4 (Dec., 2000), pp. 823-836 ...

The normal, Poisson, gamma, binomial, and negative binomial distributions are univariate natural exponential families with quadratic variance functions (the variance is at most a quadratic function of ...

We develop algorithms for the numerical computation of the quadratic hedging strategy in incomplete markets modeled by a pure jump Markov process. Using the Hamilton-Jacobi-Bellman approach, the value ...

Perold, André. "An Alternative Model for a Global Analysis of Quadratic Programs in a Finite Number of Steps." Mathematical Programming 15 (December 1978): 105–109.

ABSTRACT We consider option pricing problems in the stochastic volatility jump diffusion model with correlated and contemporaneous jumps (SVCJ) in both the return and variance processes. The option ...