Asymptotic analysis for stochastic volatility: martingale expansion (Q484204): 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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+Convergence to Black-Scholes for ergodic volatility models
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+Singular Perturbations in Option Pricing
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+Multiscale Stochastic Volatility Asymptotics
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+Maturity cycles in implied volatility
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+Stochastic Volatility Effects on Defaultable Bonds
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+Edgeworth expansion for ergodic diffusions
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Uniform asymptotic expansions for pricing European options
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+IMPLIED AND LOCAL VOLATILITIES UNDER STOCHASTIC VOLATILITY
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+Q4942767
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+Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model
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+Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type
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+ARCH models as diffusion approximations
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+The Malliavin Calculus and Related Topics
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+OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL
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+Q4038332
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+Malliavin calculus and asymptotic expansion for martingales
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+Malliavin calculus and martingale expansion
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