Pages that link to "Item:Q483708"
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The following pages link to Option pricing with quadratic volatility: a revisit (Q483708):
Displaying 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)
