Pages that link to "Item:Q4635246"
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The following pages link to Implied Volatility in Strict Local Martingale Models (Q4635246):
Displayed 5 items.
- A Black-Scholes inequality: applications and generalisations (Q2282961) (← links)
- Generalized Arbitrage-Free SVI Volatility Surfaces (Q2819096) (← links)
- Uniform Bounds for Black--Scholes Implied Volatility (Q2953944) (← links)
- Long-Time Large Deviations for the Multiasset Wishart Stochastic Volatility Model and Option Pricing (Q5215986) (← links)
- The log‐moment formula for implied volatility (Q6187368) (← links)