Pages that link to "Item:Q5358059"

The following pages link to APPROXIMATING LOCAL VOLATILITY FUNCTIONS OF STOCHASTIC VOLATILITY MODELS: A CLOSED-FORM EXPANSION APPROACH (Q5358059):

Displaying 2 items.

• A novel Monte Carlo approach to hybrid local volatility models (Q4555144) (← links)
• Pricing VIX derivatives using a stochastic volatility model with a flexible jump structure (Q6104960) (← links)