Pages that link to "Item:Q5459905"
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The following pages link to Smile Asymptotics II: Models with Known Moment Generating Functions (Q5459905):
Displayed 4 items.
- Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions (Q436302) (← links)
- ASYMPTOTIC EQUIVALENCE IN LEE'S MOMENT FORMULAS FOR THE IMPLIED VOLATILITY, ASSET PRICE MODELS WITHOUT MOMENT EXPLOSIONS, AND PITERBARG'S CONJECTURE (Q2892978) (← links)
- Asymptotic formulae for implied volatility in the Heston model (Q2997309) (← links)
- Smile Asymptotics II: Models with Known Moment Generating Functions (Q5459905) (← links)