The following pages link to (Q2782353):
Displayed 12 items.
- Mimicking an Itō process by a solution of a stochastic differential equation (Q363861) (← links)
- Displaced lognormal volatility skews: analysis and applications to stochastic volatility simulations (Q470513) (← links)
- The instantaneous volatility and the implied volatility surface for a generalized Black-Scholes model (Q607574) (← links)
- Volatility smile as relativistic effect (Q1620616) (← links)
- SDEs with uniform distributions: peacocks, conic martingales and mean reverting uniform diffusions (Q2182620) (← links)
- Density estimation techniques for multiscale coupling of kinetic models of the plasma material interface (Q2222666) (← links)
- The multivariate mixture dynamics model: shifted dynamics and correlation skew (Q2241131) (← links)
- Local volatility dynamic models (Q2271723) (← links)
- Markov chain approximation and measure change for time-inhomogeneous stochastic processes (Q2662572) (← links)
- Alternative asset-price dynamics and volatility smile (Q4647257) (← links)
- Stock performance by utility indifference pricing and the Sharpe ratio (Q5234296) (← links)
- State price density estimation with an application to the recovery theorem (Q6039126) (← links)