Pages that link to "Item:Q2498183"
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The following pages link to Local volatility in the Heston model: a Malliavin calculus approach (Q2498183):
Displayed 6 items.
- Calculations of greeks for jump diffusion processes (Q493354) (← links)
- Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk (Q1006557) (← links)
- A note on the Malliavin derivative operator under change of variable (Q2476826) (← links)
- The Malliavin gradient method for the calibration of stochastic dynamical models (Q2493710) (← links)
- EXPLICIT IMPLIED VOLATILITIES FOR MULTIFACTOR LOCAL‐STOCHASTIC VOLATILITY MODELS (Q5283408) (← links)
- A new technique for calibrating stochastic volatility models: the Malliavin gradient method (Q5484638) (← links)