IMPLIED AND LOCAL VOLATILITIES UNDER STOCHASTIC VOLATILITY (Q3523562): Difference between revisions

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+Calibrating volatility surfaces via relative-entropy minimization
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+Post-'87 crash fears in the S\&P 500 futures option market
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+The Pricing of Options and Corporate Liabilities
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+The inverse problem of option pricing
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+Stochastic Implied Trees: Arbitrage Pricing with Stochastic Term and Strike Structure of Volatility
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+Financial modeling in a fast mean-reverting stochastic volatility environment
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+MEAN-REVERTING STOCHASTIC VOLATILITY
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+Martingales and arbitrage in multiperiod securities markets
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL
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+Stochastic volatility, smile &amp; asymptotics
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+Stock Price Distributions with Stochastic Volatility: An Analytic Approach
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