Pages that link to "Item:Q1776013"
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The following pages link to Maturity cycles in implied volatility (Q1776013):
Displayed 8 items.
- Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility (Q433133) (← links)
- Asymptotic analysis for stochastic volatility: martingale expansion (Q484204) (← links)
- Index of function inversion (Q619396) (← links)
- Selecting the best forecasting-implied volatility model using genetic programming (Q1040021) (← links)
- On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility (Q2463722) (← links)
- Strategic investment decisions under fast mean-reversion stochastic volatility (Q2862421) (← links)
- MULTISCALE STOCHASTIC VOLATILITY MODEL FOR DERIVATIVES ON FUTURES (Q2941058) (← links)
- Analytical Approximations of BSDEs with Nonsmooth Driver (Q3195111) (← links)