Pages that link to "Item:Q4653037"
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The following pages link to A TWO-REGIME, STOCHASTIC-VOLATILITY EXTENSION OF THE LIBOR MARKET MODEL (Q4653037):
Displayed 7 items.
- Displaced lognormal volatility skews: analysis and applications to stochastic volatility simulations (Q470513) (← links)
- Conditional quadratic semidefinite programming: examples and methods (Q489109) (← links)
- Model uncertainty, recalibration, and the emergence of delta-vega hedging (Q2412385) (← links)
- Displaced Diffusion as an Approximation of the Constant Elasticity of Variance (Q3652697) (← links)
- A displaced-diffusion stochastic volatility LIBOR market model: motivation, definition and implementation (Q4647291) (← links)
- FORWARD-RATE VOLATILITIES AND THE SWAPTION MATRIX: WHY NEITHER TIME-HOMOGENEITY NOR TIME-DEPENDENCE ARE ENOUGH (Q5487838) (← links)
- Perturbation analysis of the Euclidean distance matrix optimization problem and its numerical implications (Q6147811) (← links)