Monotonicity of implied volatility for perpetual put options (Q6198979): Difference between revisions

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+Malliavin Calculus in Finance
@@ Property / cites work: Malliavin Calculus in Finance / rank @@
+Normal rank
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+On the properties of \(r\)-excessive mappings for a class of diffusions
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+Asymptotics and calibration of local volatility models
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+Computing the implied volatility in stochastic volatility models
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+Q3150773
@@ Property / cites work: Q3150773 / rank @@
+Normal rank
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+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
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+Properties of game options
@@ Property / cites work: Properties of game options / rank @@
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+Recovering a time-homogeneous stock price process from perpetual option prices
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+SHORT-TIME IMPLIED VOLATILITY IN EXPONENTIAL LÉVY MODELS
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