Pages that link to "Item:Q2463720"
From MaRDI portal
The following pages link to Stochastic flow approach to Dupire's formula (Q2463720):
Displayed 5 items.
- Exact volatility calibration based on a Dupire-type call-put duality for perpetual American options (Q841614) (← links)
- Financial inverse problem and reconstruction of infinitely divisible distributions with Gaussian component (Q1761432) (← links)
- Forward equations for option prices in semimartingale models (Q2516772) (← links)
- DUPIRE'S EQUATION FOR BUBBLES (Q4649504) (← links)
- The obstacle problem for semilinear parabolic partial integro-differential equations (Q5496375) (← links)