Pages that link to "Item:Q511485"

The following pages link to Large-time option pricing using the Donsker-Varadhan LDP-correlated stochastic volatility with stochastic interest rates and jumps (Q511485):

Displaying 4 items.

• The Gärtner-Ellis Theorem, Homogenization, and Affine Processes (Q4560336) (← links)
• ASYMPTOTICS OF THE TIME-DISCRETIZED LOG-NORMAL SABR MODEL: THE IMPLIED VOLATILITY SURFACE (Q5051949) (← links)
• Small‐time, large‐time, and asymptotics for the Rough Heston model (Q6078436) (← links)
• MARKOVIAN STOCHASTIC VOLATILITY WITH STOCHASTIC CORRELATION — JOINT CALIBRATION AND CONSISTENCY OF SPX/VIX SHORT-MATURITY SMILES (Q6095476) (← links)