SMALL-TIME ASYMPTOTICS IN GEOMETRIC ASIAN OPTIONS FOR A STOCHASTIC VOLATILITY JUMP-DIFFUSION MODEL (Q4631699): Difference between revisions

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+On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility
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+THE HEAT-KERNEL MOST-LIKELY-PATH APPROXIMATION
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+ON THE RELATIONSHIP BETWEEN THE CALL PRICE SURFACE AND THE IMPLIED VOLATILITY SURFACE CLOSE TO EXPIRY
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+Malliavin Calculus with Applications to Stochastic Partial Differential Equations
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+https://doi.org/10.1142/s0219024919500055
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+W2912391066
@@ Property / OpenAlex ID: W2912391066 / rank @@
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