Pages that link to "Item:Q479939"
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The following pages link to Expansions asymptotiques pour équations paraboliques dégénérées (Q479939):
Displaying 9 items.
- Analytical approximation of the transition density in a local volatility model (Q432231) (← links)
- Intrinsic Taylor formula for Kolmogorov-type homogeneous groups (Q898831) (← links)
- PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model (Q2045957) (← links)
- Intrinsic expansions for averaged diffusion processes (Q2360242) (← links)
- Small-Time Asymptotics under Local-Stochastic Volatility with a Jump-to-Default: Curvature and the Heat Kernel Expansion (Q2962132) (← links)
- Analytical Approximations of BSDEs with Nonsmooth Driver (Q3195111) (← links)
- CDS calibration under an extended JDCEV model (Q5031741) (← links)
- EXPLICIT IMPLIED VOLATILITIES FOR MULTIFACTOR LOCAL‐STOCHASTIC VOLATILITY MODELS (Q5283408) (← links)
- Sovereign CDS Calibration Under a Hybrid Sovereign Risk Model (Q5742992) (← links)
