IMPLIED VOLATILITY IN THE HULL-WHITE MODEL (Q3393973): Difference between revisions

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+https://doi.org/10.1111/j.1467-9965.2009.00368.x
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+W2109314722
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+REGULAR VARIATION AND SMILE ASYMPTOTICS
@@ Property / cites work: REGULAR VARIATION AND SMILE ASYMPTOTICS / rank @@
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+Computing the implied volatility in stochastic volatility models
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+Asymptotic behavior of the distribution of the stock price in models with stochastic volatility: the Hull-White model
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+ASYMPTOTIC BEHAVIOR OF DISTRIBUTION DENSITIES IN MODELS WITH STOCHASTIC VOLATILITY. I
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+Complete Models with Stochastic Volatility
@@ Property / cites work: Complete Models with Stochastic Volatility / rank @@
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+Q3374309
@@ Property / cites work: Q3374309 / rank @@
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+IMPLIED AND LOCAL VOLATILITIES UNDER STOCHASTIC VOLATILITY
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+THE MOMENT FORMULA FOR IMPLIED VOLATILITY AT EXTREME STRIKES
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+OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL
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