Pages that link to "Item:Q4560330"
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The following pages link to General Asymptotics of Wiener Functionals and Application to Implied Volatilities (Q4560330):
Displayed 8 items.
- A remark on the asymptotic expansion of density function of Wiener functionals (Q999856) (← links)
- Precise Laplace asymptotics for singular stochastic PDEs: the case of 2D gPAM (Q2127587) (← links)
- Precise asymptotics: robust stochastic volatility models (Q2240838) (← links)
- Option pricing in the moderate deviations regime (Q4581294) (← links)
- Short-dated smile under rough volatility: asymptotics and numerics (Q5072906) (← links)
- Short-time near-the-money skew in rough fractional volatility models (Q5234338) (← links)
- Reconstructing volatility: Pricing of index options under rough volatility (Q6054443) (← links)
- A new algorithm for computing path integrals and weak approximation of SDEs inspired by large deviations and Malliavin calculus (Q6106934) (← links)