The following pages link to Local volatility dynamic models (Q2271723):
Displaying 28 items.
- Space-time analyticity of weak solutions to linear parabolic systems with variable coefficients (Q435852) (← links)
- On the calibration of local jump-diffusion asset price models (Q484208) (← links)
- A connection between uniqueness of minimizers in Tikhonov-type regularization and Morozov-like discrepancy principles (Q667787) (← links)
- Symmetric martingales and symmetric smiles (Q734666) (← links)
- Tangent Lévy market models (Q1761433) (← links)
- Fast reconstruction of time-dependent market volatility for European options (Q2027727) (← links)
- The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time (Q2038277) (← links)
- Arbitrage-free market models for option prices: the multi-strike case (Q2271718) (← links)
- Volatility and volatility-linked derivatives: estimation, modeling, and pricing (Q2292042) (← links)
- From volatility smiles to the volatility of volatility (Q2292044) (← links)
- Model uncertainty, recalibration, and the emergence of delta-vega hedging (Q2412385) (← links)
- Risk-neutral compatibility with option prices (Q2430260) (← links)
- On a Heath-Jarrow-Morton approach for stock options (Q2516770) (← links)
- ROBUST TRADING OF IMPLIED SKEW (Q2976126) (← links)
- FORWARD AND FUTURE IMPLIED VOLATILITY (Q3006611) (← links)
- TANGENT MODELS AS A MATHEMATICAL FRAMEWORK FOR DYNAMIC CALIBRATION (Q3086258) (← links)
- A Note on Market Completeness with American Put Options (Q4561927) (← links)
- Discrete Time Term Structure Theory and Consistent Recalibration Models (Q4607042) (← links)
- Modeling and evaluation of the option book hedging problem using stochastic programming (Q5001128) (← links)
- A forward equation for barrier options under the Brunick & Shreve Markovian projection (Q5001174) (← links)
- Simulation of Implied Volatility Surfaces via Tangent Lévy Models (Q5266358) (← links)
- On the Uniqueness of Martingales with Certain Prescribed Marginals (Q5299578) (← links)
- CONDITIONAL DENSITY MODELS FOR ASSET PRICING (Q5389098) (← links)
- On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model (Q5397430) (← links)
- A SIMPLE TIME-CONSISTENT MODEL FOR THE FORWARD DENSITY PROCESS (Q5411745) (← links)
- Nonparametric estimation for stochastic volatility models (Q5971188) (← links)
- Arbitrage-Free Neural-SDE Market Models (Q6092913) (← links)
- Neural network empowered liquidity pricing in a two-price economy under conic finance settings (Q6657689) (← links)
