Pages that link to "Item:Q5397427"
From MaRDI portal
The following pages link to The exact smile of certain local volatility models (Q5397427):
Displayed 5 items.
- Computing the CEV option pricing formula using the semiclassical approximation of path integral (Q2223839) (← links)
- REDUCED-ORDER MODELS FOR THE IMPLIED VARIANCE UNDER LOCAL VOLATILITY (Q2939925) (← links)
- INDIFFERENCE PRICES AND IMPLIED VOLATILITIES (Q4635045) (← links)
- Analytical Expansions for Parabolic Equations (Q5264986) (← links)
- EXPLICIT IMPLIED VOLATILITIES FOR MULTIFACTOR LOCAL‐STOCHASTIC VOLATILITY MODELS (Q5283408) (← links)
