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- nilpotent Lie groups with one Parseval frame generator 2014-11-12 Paper Displaced lognormal volatility skews: analysis and applications to stochastic volatility...10 bytes (15 words) - 12:42, 7 October 2023
- (Search for Journal in Brave) zbMATH Keywords moment approximation; displaced lognormal forward-LIBOR model; swaption volatility Mathematics Subject Classification...15 bytes (65 words) - 06:45, 7 March 2024
- Displaced lognormal volatility skews: analysis and applications to stochastic volatility simulations7 zbMATH Keywords implied volatility; control variate; displaced diffusion; displaced lognormal Mathematics Subject Classification ID 62P05: Applications...15 bytes (79 words) - 05:41, 30 January 2024
- Brave) zbMATH Keywords displaced diffusion model; HARA utility functions; risk neutral valuation relationships; three-parameter lognormal Mathematics Subject...15 bytes (50 words) - 04:05, 30 January 2024
- risk; normal; absolute; local volatility; value at risk; relative; lognormal; displaced; fundamental review of the trading book; nature of interest rates;...15 bytes (82 words) - 19:46, 8 February 2024