Pages that link to "Item:Q2212591"
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The following pages link to Inverting the Markovian projection, with an application to local stochastic volatility models (Q2212591):
Displaying 12 items.
- From Bachelier to Dupire via optimal transport (Q2072111) (← links)
- Stationary solutions and local equations for interacting diffusions on regular trees (Q2679701) (← links)
- Short Communication: Inversion of Convex Ordering: Local Volatility Does Not Maximize the Price of VIX Futures (Q5112529) (← links)
- Calibration of local‐stochastic volatility models by optimal transport (Q6054403) (← links)
- Itô-Wentzell-Lions formula for measure dependent random fields under full and conditional measure flows (Q6072423) (← links)
- Parameter estimation of discretely observed interacting particle systems (Q6116557) (← links)
- ROUGH-HESTON LOCAL-VOLATILITY MODEL (Q6119773) (← links)
- Impulse control of conditional McKean-Vlasov jump diffusions (Q6151590) (← links)
- Deep Curve-Dependent PDEs for Affine Rough Volatility (Q6159075) (← links)
- A general framework for a joint calibration of VIX and VXX options (Q6549588) (← links)
- A reproducing kernel Hilbert space approach to singular local stochastic volatility McKean-Vlasov models (Q6619591) (← links)
- Markovian projections for Itô semimartingales with jumps (Q6654859) (← links)
