Option pricing under hybrid stochastic and local volatility (Q5397448): Difference between revisions

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+Moment explosions in stochastic volatility models
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+Frequency Content of Randomly Scattered Signals
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+The Pricing of Options and Corporate Liabilities
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+A Khasminskii type averaging principle for stochastic reaction-diffusion equations
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+Pricing and Hedging Path-Dependent Options Under the CEV Process
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+Two singular diffusion problems
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+Large-time asymptotics for an uncorrelated stochastic volatility model
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+MEAN-REVERTING STOCHASTIC VOLATILITY
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+Singular Perturbations in Option Pricing
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+On Stochastic Processes Defined by Differential Equations with a Small Parameter
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+Asymptotic theory of noncentered mixing stochastic differential equations
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+Lookback options and diffusion hitting times: a spectral expansion approach
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