Pages that link to "Item:Q3523594"
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The following pages link to FROM THE IMPLIED VOLATILITY SKEW TO A ROBUST CORRECTION TO BLACK-SCHOLES AMERICAN OPTION PRICES (Q3523594):
Displayed 3 items.
- A remark on a singular perturbation method for option pricing under a stochastic volatility model (Q1044240) (← links)
- ON THE ASYMPTOTICS OF FAST MEAN-REVERSION STOCHASTIC VOLATILITY MODELS (Q3502980) (← links)
- Stochastic Volatility Corrections for Interest Rate Derivatives (Q4827310) (← links)