Pages that link to "Item:Q2638360"

The following pages link to On the density of log-spot in the Heston volatility model (Q2638360):

Displaying 9 items.

• Order estimates for the exact Lugannani-Rice expansion (Q263055) (← links)
• An investigation of model risk in a market with jumps and stochastic volatility (Q323232) (← links)
• Analytical approximation of the transition density in a local volatility model (Q432231) (← links)
• Asymptotics of implied volatility to arbitrary order (Q468415) (← links)
• Option pricing in a regime switching stochastic volatility model (Q1642260) (← links)
• Full and fast calibration of the Heston stochastic volatility model (Q1694942) (← links)
• On the calibration of the 3/2 model (Q1734372) (← links)
• Inversion of analytic characteristic functions and infinite convolutions of exponential and Laplace densities (Q2428531) (← links)
• ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME-HOMOGENEOUS DIFFUSIONS (Q2968278) (← links)