Pages that link to "Item:Q1880674"
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The following pages link to Stochastic implied volatility. A factor-based model. (Q1880674):
Displaying 7 items.
- Implied basket correlation dynamics (Q308412) (← links)
- Consistent variance curve models (Q854272) (← links)
- Common functional principal components (Q1002147) (← links)
- Recovery of time-dependent parameters of a Black-Scholes-type equation: an inverse Stieltjes moment approach (Q2472051) (← links)
- A NEW REPRESENTATION OF THE LOCAL VOLATILITY SURFACE (Q3606399) (← links)
- Short Communication: Dynamics of Symmetric SSVI Smiles and Implied Volatility Bubbles (Q4988551) (← links)
- Dynamic semiparametric factor models in risk neutral density estimation (Q5962990) (← links)
