Pages that link to "Item:Q2422124"
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The following pages link to Extreme-strike asymptotics for general Gaussian stochastic volatility models (Q2422124):
Displayed 12 items.
- Small-time asymptotics for Gaussian self-similar stochastic volatility models (Q781554) (← links)
- Pathwise asymptotics for Volterra type stochastic volatility models (Q2031006) (← links)
- Time-inhomogeneous Gaussian stochastic volatility models: large deviations and super roughness (Q2048130) (← links)
- The characteristic function of Gaussian stochastic volatility models: an analytic expression (Q2675814) (← links)
- Asymptotics for Rough Stochastic Volatility Models (Q2962133) (← links)
- Correction to Black--Scholes Formula Due to Fractional Stochastic Volatility (Q4607044) (← links)
- Deviation properties for linear self-attracting diffusion process and applications (Q5038982) (← links)
- The Laplace transform of the integrated Volterra Wishart process (Q6054411) (← links)
- Cubature Method for Stochastic Volterra Integral Equations (Q6070668) (← links)
- Large deviation principles for stochastic volatility models with reflection (Q6111035) (← links)
- A partial rough path space for rough volatility (Q6126968) (← links)
- APPROXIMATE PRICING OF DERIVATIVES UNDER FRACTIONAL STOCHASTIC VOLATILITY MODEL (Q6204621) (← links)