Option pricing with quadratic volatility: a revisit (Q483708): Difference between revisions

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+https://doi.org/10.1007/s00780-010-0142-8
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+W3123371492
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+Volatility skews and extensions of the Libor market model
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+Local martingales, bubbles and option prices
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+A general version of the fundamental theorem of asset pricing
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+Valuing foreign exchange rate derivatives with a bounded exchange process
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+Class 𝐷 supermartingales
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+Option pricing in the presence of natural boundaries and a quadratic diffusion term
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+Complications with stochastic volatility models
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+Computation of the Complex Error Function
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+Call option prices based on Bessel processes
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+The pricing of derivatives on assets with quadratic volatility
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