Pages that link to "Item:Q2212591"

The following pages link to Inverting the Markovian projection, with an application to local stochastic volatility models (Q2212591):

Displaying 9 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)