Pages that link to "Item:Q3576957"
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The following pages link to ASYMPTOTIC BEHAVIOR OF DISTRIBUTION DENSITIES IN MODELS WITH STOCHASTIC VOLATILITY. I (Q3576957):
Displayed 12 items.
- Pricing variance swaps under stochastic volatility and stochastic interest rate (Q671068) (← links)
- Asymptotic behavior of the stock price distribution density and implied volatility in stochastic volatility models (Q1959682) (← links)
- Small-\(t\) expansion for the Hartman-Watson distribution (Q2065487) (← links)
- The large-maturity smile for the Stein-Stein model (Q2454008) (← links)
- ASYMPTOTIC EQUIVALENCE IN LEE'S MOMENT FORMULAS FOR THE IMPLIED VOLATILITY, ASSET PRICE MODELS WITHOUT MOMENT EXPLOSIONS, AND PITERBARG'S CONJECTURE (Q2892978) (← links)
- Two-Sided Estimates for Distribution Densities in Models with Jumps (Q2914792) (← links)
- The Hartman-Watson Distribution Revisited: Asymptotics for Pricing Asian Options (Q3094703) (← links)
- IMPLIED VOLATILITY IN THE HULL-WHITE MODEL (Q3393973) (← links)
- Large Deviation Principle for Volterra Type Fractional Stochastic Volatility Models (Q4553805) (← links)
- On dependence of volatility on return for stochastic volatility models (Q5410814) (← links)
- THE LARGE-MATURITY SMILE FOR THE SABR AND CEV-HESTON MODELS (Q5411743) (← links)
- SUBLEADING CORRECTION TO THE ASIAN OPTIONS VOLATILITY IN THE BLACK–SCHOLES MODEL (Q6095474) (← links)