Pages that link to "Item:Q4560332"

The following pages link to Small-Time Asymptotics for the At-the-Money Implied Volatility in a Multi-dimensional Local Volatility Model (Q4560332):

Displayed 2 items.

• Smoothing the payoff for efficient computation of Basket option prices (Q4554434) ‎ (← links)
• A new algorithm for computing path integrals and weak approximation of SDEs inspired by large deviations and Malliavin calculus (Q6106934) ‎ (← links)