Pages that link to "Item:Q2292052"
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The following pages link to Asymptotic expansion for some local volatility models arising in finance (Q2292052):
Displaying 3 items.
- Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate (Q2107407) (← links)
- Volatility and volatility-linked derivatives: estimation, modeling, and pricing (Q2292042) (← links)
- Nonparametric estimation of trend for stochastic processes driven by \(G\)-Brownian motion with small noise (Q6176166) (← links)
