Pages that link to "Item:Q5743117"
From MaRDI portal
The following pages link to Option pricing under fast‐varying long‐memory stochastic volatility (Q5743117):
Displaying 5 items.
- Small-time asymptotics for Gaussian self-similar stochastic volatility models (Q781554) (← links)
- Time-inhomogeneous Gaussian stochastic volatility models: large deviations and super roughness (Q2048130) (← links)
- Gaussian stochastic volatility models: scaling regimes, large deviations, and moment explosions (Q2175333) (← links)
- A martingale method for option pricing under a CEV-based fast-varying fractional stochastic volatility model (Q6080411) (← links)
- Wiener Spiral for Volatility Modeling (Q6090352) (← links)
