The Heston Riemannian distance function (Q2436820): Difference between revisions

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+Développement asymptotique du noyau de la chaleur hypoelliptique hors du cut-locus
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+Computing the implied volatility in stochastic volatility models
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+Geometric mechanics on Riemannian manifolds. Applications to partial differential equations
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+Q4003026
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+Subriemannian geodesics in the Grushin plane
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+Q3399003
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+The inverse, the heat semigroup, Liouville's theorems and the spectrum for the Grushin operator
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+Q3134548
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+SMALL-TIME ASYMPTOTICS FOR IMPLIED VOLATILITY UNDER THE HESTON MODEL
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+Small-Time Asymptotics for an Uncorrelated Local-Stochastic Volatility Model
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+Asymptotic formulae for implied volatility in the Heston model
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+The Small-Time Smile and Term Structure of Implied Volatility under the Heston Model
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+Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
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+Analytically tractable stochastic stock price models.
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+Regularity of the free boundary for the porous medium equation
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Majoration en temps petit de la densité d'une diffusion dégénérée
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+Minoration en temps petit de la densité d'une diffusion dégénérée. (Lower estimate for small times of the density of a degenerate diffusion)
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+Varadhan estimates without probability: lower bound
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+Diffusion processes in a small time interval
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+Diffusion processes in a small time interval
@@ Property / cites work: Diffusion processes in a small time interval / rank @@
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