Marginal Density Expansions for Diffusions and Stochastic Volatility II: Applications (Q5746487): Difference between revisions

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+https://doi.org/10.1002/cpa.21483
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+W2109233405
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+REGULAR VARIATION AND SMILE ASYMPTOTICS
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+Computing the implied volatility in stochastic volatility models
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+Marginal Density Expansions for Diffusions and Stochastic Volatility I: Theoretical Foundations
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+THE MOMENT FORMULA FOR IMPLIED VOLATILITY AT EXTREME STRIKES
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+Diffusion processes in a small time interval
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+Publication:5746487