Pages that link to "Item:Q1871480"
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The following pages link to Application of large deviation methods to the pricing of index options in finance. (Q1871480):
Displayed 4 items.
- Small-time asymptotics for fast mean-reverting stochastic volatility models (Q453246) (← links)
- Sample path large deviations and optimal importance sampling for stochastic volatility models (Q2654160) (← links)
- Computing the implied volatility in stochastic volatility models (Q3156847) (← links)
- Marginal Density Expansions for Diffusions and Stochastic Volatility II: Applications (Q5746487) (← links)