ON PROPERTIES OF ANALYTICALLY SOLVABLE FAMILIES OF LOCAL VOLATILITY DIFFUSION MODELS (Q4906524): Difference between revisions

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+Jump-diffusion processes: volatility smile fitting and numerical methods for option pricing
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+Q3150773
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+PRICING PATH-DEPENDENT OPTIONS ON STATE DEPENDENT VOLATILITY MODELS WITH A BESSEL BRIDGE
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+Path integral pricing of Asian options on state-dependent volatility models
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+Local martingales, bubbles and option prices
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+A Theory of the Term Structure of Interest Rates
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+Pricing and Hedging Path-Dependent Options Under the CEV Process
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+Q3374320
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+Complete Models with Stochastic Volatility
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+THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE
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+Lookback options and diffusion hitting times: a spectral expansion approach
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