ASYMPTOTICS OF THE TIME-DISCRETIZED LOG-NORMAL SABR MODEL: THE IMPLIED VOLATILITY SURFACE (Q5051949): Difference between revisions

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+.09850
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+W3123569908
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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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+Can the implied volatility surface move by parallel shifts?
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+Generalized uncorrelated SABR models with a high degree of symmetry
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+On some exponential functionals of Brownian motion
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