Computing the implied volatility in stochastic volatility models (Q3156847): Difference between revisions

@@ Property / author @@
-Henri Berestycki
@@ Property / author: Henri Berestycki / rank @@
-Normal rank
@@ Property / author @@
+Henri Berestycki
@@ Property / author: Henri Berestycki / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1002/cpa.20039
@@ Property / full work available at URL: https://doi.org/10.1002/cpa.20039 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2113562192
@@ Property / OpenAlex ID: W2113562192 / rank @@
+Normal rank
@@ Property / cites work @@
+Application of large deviation methods to the pricing of index options in finance.
+Normal rank
@@ Property / cites work @@
+An inverse parabolic problem arising in finance
@@ Property / cites work: An inverse parabolic problem arising in finance / rank @@
+Normal rank
@@ Property / cites work @@
+Q3961832
@@ Property / cites work: Q3961832 / rank @@
+Normal rank