Pages that link to "Item:Q4560329"
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The following pages link to Second Order Expansion for Implied Volatility in Two Factor Local Stochastic Volatility Models and Applications to the Dynamic $$\lambda $$-Sabr Model (Q4560329):
Displaying 3 items.
- Analytical approximation of the transition density in a local volatility model (Q432231) (← links)
- Pricing discrete barrier options under stochastic volatility (Q1929151) (← links)
- A new algorithm for computing path integrals and weak approximation of SDEs inspired by large deviations and Malliavin calculus (Q6106934) (← links)
