Pages that link to "Item:Q3524284"
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The following pages link to Stochastic volatility models and Kelvin waves (Q3524284):
Displayed 6 items.
- Time-inhomogeneous Gaussian stochastic volatility models: large deviations and super roughness (Q2048130) (← links)
- CHI-SQUARE SIMULATION OF THE CIR PROCESS AND THE HESTON MODEL (Q2841330) (← links)
- OPTION PRICING UNDER ORNSTEIN-UHLENBECK STOCHASTIC VOLATILITY: A LINEAR MODEL (Q3067763) (← links)
- A generalized Fourier transform approach to risk measures (Q3301115) (← links)
- Marginal Density Expansions for Diffusions and Stochastic Volatility II: Applications (Q5746487) (← links)
- Large deviation principles for stochastic volatility models with reflection (Q6111035) (← links)