ASYMPTOTICS OF IMPLIED VOLATILITY IN LOCAL VOLATILITY MODELS (Q4919611): Difference between revisions

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+https://doi.org/10.1111/j.1467-9965.2010.00472.x
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+W2099993341
@@ Property / OpenAlex ID: W2099993341 / rank @@
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@@ Property / cites work @@
+Option pricing with quadratic volatility: a revisit
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+Computing the implied volatility in stochastic volatility models
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+Q5816908
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+Analysis, Geometry, and Modeling in Finance
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+Some Properties of the Eigenfunctions of The Laplace-Operator on Riemannian Manifolds
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+A GENERAL COMPUTATION SCHEME FOR A HIGH-ORDER ASYMPTOTIC EXPANSION METHOD
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