The following pages link to (Q3031684):
Displayed 5 items.
- Heat kernel asymptotics and the distance function in Lipschitz Riemannian manifolds (Q1384835) (← links)
- Asymptotics Beats Monte Carlo: The Case of Correlated Local Vol Baskets (Q2922151) (← links)
- Second Order Expansion for Implied Volatility in Two Factor Local Stochastic Volatility Models and Applications to the Dynamic $$\lambda $$-Sabr Model (Q4560329) (← links)
- Small-Time Asymptotics for the At-the-Money Implied Volatility in a Multi-dimensional Local Volatility Model (Q4560332) (← links)
- Logarithmic heat kernel estimates without curvature restrictions (Q6160456) (← links)