Pages that link to "Item:Q2065487"
From MaRDI portal
The following pages link to Small-\(t\) expansion for the Hartman-Watson distribution (Q2065487):
Displaying 5 items.
- ASYMPTOTICS OF THE TIME-DISCRETIZED LOG-NORMAL SABR MODEL: THE IMPLIED VOLATILITY SURFACE (Q5051949) (← links)
- (Q5082025) (← links)
- SUBLEADING CORRECTION TO THE ASIAN OPTIONS VOLATILITY IN THE BLACK–SCHOLES MODEL (Q6095474) (← links)
- Finite horizon sequential detection with exponential penalty for the delay (Q6108981) (← links)
- BEM based semi-analytical approach for accurate evaluation of arithmetic Asian barrier options (Q6553601) (← links)
