Pages that link to "Item:Q5109975"
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The following pages link to Existence of a calibrated regime switching local volatility model (Q5109975):
Displayed 6 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)
- Deep Curve-Dependent PDEs for Affine Rough Volatility (Q6159075) (← links)
- Faking Brownian motion with continuous Markov martingales (Q6181521) (← links)