Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility (Q6159078): Difference between revisions

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+Jump-diffusion processes: volatility smile fitting and numerical methods for option pricing
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+A Theory of the Term Structure of Interest Rates
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+Q5798373
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+Arbitrage-free smoothing of the implied volatility surface
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+Arbitrage-free SVI volatility surfaces
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+Mimicking the one-dimensional marginal distributions of processes having an Ito differential
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+Markov interest rate models
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+A forward equation for barrier options under the Brunick &amp; Shreve Markovian projection
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