On the Curvature of the Smile in Stochastic Volatility Models (Q5280242): 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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+Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2
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+Malliavin differentiability of the Heston volatility and applications to option pricing
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+Pricing under rough volatility
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+Long memory in continuous-time stochastic volatility models
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+Convergence of At-The-Money Implied Volatilities to the Spot Volatility
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+Nonparametric estimation for stochastic volatility models
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+Asymptotic analysis for stochastic volatility: martingale expansion
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+Volatility is rough
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+Q3374309
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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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