Pages that link to "Item:Q3022053"
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The following pages link to LOGNORMAL-MIXTURE DYNAMICS AND CALIBRATION TO MARKET VOLATILITY SMILES (Q3022053):
Displayed 5 items.
- Local volatility dynamic models (Q2271723) (← links)
- Model-free price hedge ratios for homogeneous claims on tradable assets (Q5433092) (← links)
- HEDGING WITH ENERGY (Q5455260) (← links)
- A simple approach for pricing equity options with Markov switching state variables (Q5484634) (← links)
- IMPLIED KERNEL MODELS (Q5696294) (← links)