Pages that link to "Item:Q483708"

The following pages link to Option pricing with quadratic volatility: a revisit (Q483708):

Displayed 14 items.

• Explicit density approximations for local volatility models using heat kernel expansions (Q340130) ‎ (← links)
• Hermite polynomial based expansion of European option prices (Q469560) ‎ (← links)
• On the hedging of options on exploding exchange rates (Q471173) ‎ (← links)
• Lie symmetry methods for local volatility models (Q2175338) ‎ (← links)
• Fragility of arbitrage and bubbles in local martingale diffusion models (Q2339115) ‎ (← links)
• Non-parametric calibration of the local volatility surface for European options using a second-order Tikhonov regularization (Q2879013) ‎ (← links)
• Second Order Expansion for Implied Volatility in Two Factor Local Stochastic Volatility Models and Applications to the Dynamic $$\lambda $$-Sabr Model (Q4560329) ‎ (← links)
• A General Valuation Framework for SABR and Stochastic Local Volatility Models (Q4579833) ‎ (← links)
• MOST-LIKELY-PATH IN ASIAN OPTION PRICING UNDER LOCAL VOLATILITY MODELS (Q4584697) ‎ (← links)
• Implied Volatility in Strict Local Martingale Models (Q4635246) ‎ (← links)
• ASYMPTOTICS FOR EXPONENTIAL LÉVY PROCESSES AND THEIR VOLATILITY SMILE: SURVEY AND NEW RESULTS (Q4916238) ‎ (← links)
• ASYMPTOTICS OF IMPLIED VOLATILITY IN LOCAL VOLATILITY MODELS (Q4919611) ‎ (← links)
• Pricing of vanilla and first-generation exotic options in the local stochastic volatility framework: survey and new results (Q5247272) ‎ (← links)
• Uniqueness in Cauchy problems for diffusive real-valued strict local martingales (Q5880328) ‎ (← links)