Implied Volatility from Local Volatility: A Path Integral Approach (Q4560334): Difference between revisions

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+Asymptotics of hitting probabilities for general one-dimensional pinned diffusions
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+Asymptotics and calibration of local volatility models
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+Closed-Form Asymptotics and Numerical Approximations of 1D Parabolic Equations with Applications to Option Pricing
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+Arbitrage-free SVI volatility surfaces
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+THE HEAT-KERNEL MOST-LIKELY-PATH APPROXIMATION
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+ASYMPTOTICS OF IMPLIED VOLATILITY IN LOCAL VOLATILITY MODELS
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+Closed-form approximations for diffusion densities: A path integral approach.
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+Asymptotic Approximations to Deterministic and Stochastic Volatility Models
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+The path integral approach to financial modeling and options pricing
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