Pages that link to "Item:Q1012317"

The following pages link to Financial modeling in a fast mean-reverting stochastic volatility environment (Q1012317):

Displayed 7 items.

• A remark on a singular perturbation method for option pricing under a stochastic volatility model (Q1044240) ‎ (← links)
• A HYBRID ASYMPTOTIC EXPANSION SCHEME: AN APPLICATION TO LONG-TERM CURRENCY OPTIONS (Q3067160) ‎ (← links)
• IMPLIED AND LOCAL VOLATILITIES UNDER STOCHASTIC VOLATILITY (Q3523562) ‎ (← links)
• RENORMALIZATION OF BLACK-SCHOLES EQUATION FOR STOCHASTICALLY FLUCTUATING INTEREST RATE (Q3523592) ‎ (← links)
• FROM THE IMPLIED VOLATILITY SKEW TO A ROBUST CORRECTION TO BLACK-SCHOLES AMERICAN OPTION PRICES (Q3523594) ‎ (← links)
• A GENERAL COMPUTATION SCHEME FOR A HIGH-ORDER ASYMPTOTIC EXPANSION METHOD (Q4649507) ‎ (← links)
• Stochastic Volatility Corrections for Interest Rate Derivatives (Q4827310) ‎ (← links)