Displaced Diffusion as an Approximation of the Constant Elasticity of Variance (Q3652697): Difference between revisions

@@ Property / cites work @@
+Volatility skews and extensions of the Libor market model
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Differential equations and asymptotic solutions for arithmetic Asian options: ‘Black–Scholes formulae’ for Asian rate calls
+Normal rank
@@ Property / cites work @@
+Matched asymptotic expansions in financial engineering
+Normal rank
@@ Property / cites work @@
+A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 2: Bermudan Options
+Normal rank
@@ Property / cites work @@
+A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 1: Barrier Options
+Normal rank
@@ Property / cites work @@
+Stochastic Volatility Model with Time‐dependent Skew
+Normal rank
@@ Property / cites work @@
+A TWO-REGIME, STOCHASTIC-VOLATILITY EXTENSION OF THE LIBOR MARKET MODEL
+Normal rank
@@ Property / cites work @@
+Q4226183
@@ Property / cites work: Q4226183 / rank @@
+Normal rank