Pages that link to "Item:Q3373764"
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The following pages link to Convergence to Black-Scholes for ergodic volatility models (Q3373764):
Displaying 6 items.
- Second order multiscale stochastic volatility asymptotics: stochastic terminal layer analysis and calibration (Q309158) (← links)
- Asymptotic analysis for stochastic volatility: martingale expansion (Q484204) (← links)
- A remark on a singular perturbation method for option pricing under a stochastic volatility model (Q1044240) (← links)
- Matched asymptotic expansions in financial engineering (Q2501093) (← links)
- A chaos expansion approach under hybrid volatility models (Q5247273) (← links)
- On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model (Q5397430) (← links)