Pages that link to "Item:Q1044240"

The following pages link to A remark on a singular perturbation method for option pricing under a stochastic volatility model (Q1044240):

Displayed 5 items.

• Large deviations for some fast stochastic volatility models by viscosity methods (Q255794) ‎ (← links)
• An asymptotic expansion for forward-backward SDEs: a Malliavin calculus approach (Q1627727) ‎ (← links)
• NOTE ON AN EXTENSION OF AN ASYMPTOTIC EXPANSION SCHEME (Q2853382) ‎ (← links)
• PROBABILITY DISTRIBUTION AND OPTION PRICING FOR DRAWDOWN IN A STOCHASTIC VOLATILITY ENVIRONMENT (Q3564997) ‎ (← links)
• Asymptotic Expansion Approach in Finance (Q4560338) ‎ (← links)