  In the setting of polynomial jump-diffusion dynamics, we provide an explicit
formula for computing correlators, namely, cross-moments of the process at
different time points along its path. The formula appears as a linear
combination of exponentials of the generator matrix, extending the well-known
moment formula for polynomial processes. The developed framework can, for
example, be applied in financial pricing, such as for path-dependent options
and in a stochastic volatility models context. In applications to options,
having closed and compact formulations is attractive for sensitivity analysis
and risk management, since Greeks can be derived explicitly.
