Pages that link to "Item:Q5411908"

The following pages link to Large deviations and stochastic volatility with jumps: asymptotic implied volatility for affine models (Q5411908):

Displayed 11 items.

• Large deviations for the extended Heston model: the large-time case (Q1627673) ‎ (← links)
• Black-Scholes in a CEV random environment (Q1648901) ‎ (← links)
• Pricing options under stochastic volatility jump model: a stable adaptive scheme (Q2273036) ‎ (← links)
• The large-maturity smile for the Stein-Stein model (Q2454008) ‎ (← links)
• General Smile Asymptotics with Bounded Maturity (Q2832614) ‎ (← links)
• Asymptotic Behavior of the Fractional Heston Model (Q4553801) ‎ (← links)
• Pathwise large deviations for the rough Bergomi model (Q4611271) ‎ (← links)
• Asymptotic behaviour of randomised fractional volatility models (Q5226253) ‎ (← links)
• Asymptotics of Forward Implied Volatility (Q5250047) ‎ (← links)
• The Randomized Heston Model (Q5742496) ‎ (← links)
• Large-maturity regimes of the Heston forward smile (Q5965371) ‎ (← links)