Pages that link to "Item:Q6054403"
From MaRDI portal
The following pages link to Calibration of local‐stochastic volatility models by optimal transport (Q6054403):
Displaying 4 items.
- Optimal control of diffusion processes with terminal constraint in law (Q2082225) (← links)
- The VIX Future in Bergomi Models: Fast Approximation Formulas and Joint Calibration with S&P 500 Skew (Q5872885) (← links)
- MARKOVIAN STOCHASTIC VOLATILITY WITH STOCHASTIC CORRELATION — JOINT CALIBRATION AND CONSISTENCY OF SPX/VIX SHORT-MATURITY SMILES (Q6095476) (← links)
- Optimal control of the Fokker-Planck equation under state constraints in the Wasserstein space (Q6105325) (← links)