Pages that link to "Item:Q3304204"

The following pages link to A VOLATILITY-OF-VOLATILITY EXPANSION OF THE OPTION PRICES IN THE SABR STOCHASTIC VOLATILITY MODEL (Q3304204):

Displaying 2 items.

• Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate (Q2107407) (← links)
• Approximate solutions to second-order parabolic equations: evolution systems and discretization (Q6105353) (← links)