ASYMPTOTIC BEHAVIOR OF DISTRIBUTION DENSITIES IN MODELS WITH STOCHASTIC VOLATILITY. I (Q3576957): Difference between revisions

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+IMPLIED VOLATILITY IN THE HULL-WHITE MODEL
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+Asset pricing with 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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+The value of an Asian option
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+Perpetual integral functionals as hitting and occupation times
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+On the integral of geometric Brownian motion
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+Bounds and Asymptotic Approximations for Utility Prices when Volatility is Random
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+Stock Price Distributions with Stochastic Volatility: An Analytic Approach
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+On some exponential functionals of Brownian motion
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+Exponential functionals of Brownian motion and related processes
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