Pages that link to "Item:Q309158"
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The following pages link to Second order multiscale stochastic volatility asymptotics: stochastic terminal layer analysis and calibration (Q309158):
Displaying 4 items.
- Pricing turbo warrants under stochastic elasticity of variance (Q508292) (← links)
- Stochastic elasticity of variance with stochastic interest rates (Q892883) (← links)
- A scaled version of the double-mean-reverting model for VIX derivatives (Q1670389) (← links)
- FIRST-ORDER ASYMPTOTICS OF PATH-DEPENDENT DERIVATIVES IN MULTISCALE STOCHASTIC VOLATILITY ENVIRONMENT (Q4565075) (← links)
