Pages that link to "Item:Q2463702"
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The following pages link to Moment explosions in stochastic volatility models (Q2463702):
Displayed 16 items.
- A spectral element approximation to price European options with one asset and stochastic volatility (Q618530) (← links)
- Bubbles, convexity and the Black-Scholes equation (Q835063) (← links)
- The Black-Scholes equation in stochastic volatility models (Q973979) (← links)
- Asymptotic behavior of the stock price distribution density and implied volatility in stochastic volatility models (Q1959682) (← links)
- A new approach for option pricing under stochastic volatility (Q2425553) (← links)
- Comparison results for stochastic volatility models via coupling (Q2430255) (← links)
- On the density of log-spot in the Heston volatility model (Q2638360) (← links)
- Robust Approximations for Pricing Asian Options and Volatility Swaps Under Stochastic Volatility (Q2786206) (← links)
- MOMENT EXPLOSIONS AND LONG-TERM BEHAVIOR OF AFFINE STOCHASTIC VOLATILITY MODELS (Q3069958) (← links)
- Multiple stochastic volatility extension of the Libor market model and its implementation (Q3405598) (← links)
- High order discretization schemes for the CIR process: Application to affine term structure and Heston models (Q3584774) (← links)
- REGULAR VARIATION AND SMILE ASYMPTOTICS (Q3608732) (← links)
- A comparison of biased simulation schemes for stochastic volatility models (Q5190133) (← links)
- Smile Asymptotics II: Models with Known Moment Generating Functions (Q5459905) (← links)
- Expensive martingales (Q5484645) (← links)
- A Stochastic Volatility Alternative to SABR (Q5504162) (← links)