Pages that link to "Item:Q2274223"
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The following pages link to Extreme at-the-money skew in a local volatility model (Q2274223):
Displaying 11 items.
- Multilayer heat equations and their solutions via oscillating integral transforms (Q2145027) (← links)
- Random tree Besov priors -- towards fractal imaging (Q2697377) (← links)
- A Markov chain approximation scheme for option pricing under skew diffusions (Q4991088) (← links)
- Volatility has to be rough (Q5014164) (← links)
- Log-Modulated Rough Stochastic Volatility Models (Q5162852) (← links)
- HOW LARGE IS THE JUMP DISCONTINUITY IN THE DIFFUSION COEFFICIENT OF A TIME-HOMOGENEOUS DIFFUSION? (Q6170144) (← links)
- Arbitrage problems with reflected geometric Brownian motion (Q6181515) (← links)
- Drift Estimation of the Threshold Ornstein-Uhlenbeck Process From Continuous and Discrete Observations (Q6185131) (← links)
- Local volatility under rough volatility (Q6187367) (← links)
- Short time behavior of the ATM implied skew in the ADO-Heston model (Q6581627) (← links)
- Extreme ATM skew in a local volatility model with discontinuity: joint density approach (Q6619592) (← links)
