Pages that link to "Item:Q3304204"
From MaRDI portal
The following pages link to A VOLATILITY-OF-VOLATILITY EXPANSION OF THE OPTION PRICES IN THE SABR STOCHASTIC VOLATILITY MODEL (Q3304204):
Displaying 3 items.
- Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate (Q2107407) (← links)
- Closed-form Arrow-Debreu pricing for the Hull-White short rate model (Q5120737) (← links)
- Approximate solutions to second-order parabolic equations: evolution systems and discretization (Q6105353) (← links)
