Pages that link to "Item:Q3086258"
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The following pages link to TANGENT MODELS AS A MATHEMATICAL FRAMEWORK FOR DYNAMIC CALIBRATION (Q3086258):
Displaying 6 items.
- On the calibration of local jump-diffusion asset price models (Q484208) (← links)
- Model uncertainty, recalibration, and the emergence of delta-vega hedging (Q2412385) (← links)
- On a Heath-Jarrow-Morton approach for stock options (Q2516770) (← links)
- ROBUST TRADING OF IMPLIED SKEW (Q2976126) (← links)
- Simulation of Implied Volatility Surfaces via Tangent Lévy Models (Q5266358) (← links)
- CONDITIONAL DENSITY MODELS FOR ASSET PRICING (Q5389098) (← links)
