Pages that link to "Item:Q5264986"
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The following pages link to Analytical Expansions for Parabolic Equations (Q5264986):
Displaying 23 items.
- Analytical approximation of the transition density in a local volatility model (Q432231) (← links)
- Expansions asymptotiques pour équations paraboliques dégénérées (Q479939) (← links)
- Intrinsic Taylor formula for Kolmogorov-type homogeneous groups (Q898831) (← links)
- Analytical approximations of non-linear SDEs of McKean-Vlasov type (Q1645109) (← links)
- Pricing approximations and error estimates for local Lévy-type models with default (Q2006127) (← 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)
- Pricing Bermudan options under local Lévy models with default (Q2408753) (← links)
- Options on bonds: implied volatilities from affine short-rate dynamics (Q2672920) (← links)
- Small time chaos approximations for heat kernels of multidimensional diffusions (Q2684440) (← links)
- Small-Time Asymptotics under Local-Stochastic Volatility with a Jump-to-Default: Curvature and the Heat Kernel Expansion (Q2962132) (← links)
- Portfolio Optimization under Local-Stochastic Volatility: Coefficient Taylor Series Approximations and Implied Sharpe Ratio (Q3188150) (← links)
- A VOLATILITY-OF-VOLATILITY EXPANSION OF THE OPTION PRICES IN THE SABR STOCHASTIC VOLATILITY MODEL (Q3304204) (← links)
- Optimal static quadratic hedging (Q4554507) (← links)
- Asymptotics for $$d$$ -Dimensional Lévy-Type Processes (Q4560337) (← links)
- OPTIMAL LIQUIDATION UNDER STOCHASTIC PRICE IMPACT (Q4631694) (← links)
- INDIFFERENCE PRICES AND IMPLIED VOLATILITIES (Q4635045) (← links)
- CDS calibration under an extended JDCEV model (Q5031741) (← links)
- A Fourier-based Picard-iteration approach for a class of McKean–Vlasov SDEs with Lévy jumps (Q5086642) (← links)
- The implied Sharpe ratio (Q5139210) (← links)
- EXPLICIT IMPLIED VOLATILITIES FOR MULTIFACTOR LOCAL‐STOCHASTIC VOLATILITY MODELS (Q5283408) (← links)
- Sovereign CDS Calibration Under a Hybrid Sovereign Risk Model (Q5742992) (← links)
- Approximate solutions to second-order parabolic equations: evolution systems and discretization (Q6105353) (← links)
