Two-Sided Estimates for Distribution Densities in Models with Jumps (Q2914792): Difference between revisions

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+On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility
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+A hull and white formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility
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+Financial Modelling with Jump Processes
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+Q4509488
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+On refined volatility smile expansion in the Heston model
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+Asymptotic behavior of the distribution of the stock price in models with stochastic volatility: the Hull-White model
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+IMPLIED VOLATILITY IN THE HULL-WHITE MODEL
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+ASYMPTOTIC BEHAVIOR OF DISTRIBUTION DENSITIES IN MODELS WITH STOCHASTIC VOLATILITY. I
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+Asymptotic behavior of the stock price distribution density and implied volatility in stochastic volatility models
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+Asymptotic Formulas with Error Estimates for Call Pricing Functions and the Implied Volatility at Extreme Strikes
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+ASYMPTOTIC EQUIVALENCE IN LEE'S MOMENT FORMULAS FOR THE IMPLIED VOLATILITY, ASSET PRICE MODELS WITHOUT MOMENT EXPLOSIONS, AND PITERBARG'S CONJECTURE
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+MOMENT EXPLOSIONS AND LONG-TERM BEHAVIOR OF AFFINE STOCHASTIC VOLATILITY MODELS
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+A Jump-Diffusion Model for Option Pricing
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+Stock Price Distributions with Stochastic Volatility: An Analytic Approach
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