Pages that link to "Item:Q4827310"
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The following pages link to Stochastic Volatility Corrections for Interest Rate Derivatives (Q4827310):
Displaying 23 items.
- Stochastic volatility asymptotics of stock loans: valuation and optimal stopping (Q439269) (← links)
- Fast resolution of a single factor Heath-Jarrow-Morton model with stochastic volatility (Q654788) (← links)
- An insurance risk model with stochastic volatility (Q659182) (← links)
- Lookback options and dynamic fund protection under multiscale stochastic volatility (Q882460) (← links)
- A remark on a singular perturbation method for option pricing under a stochastic volatility model (Q1044240) (← links)
- The risk-neutral stochastic volatility in interest rate models with jump-diffusion processes (Q1631415) (← links)
- Asymptotic analysis for one-name credit derivatives (Q2015749) (← links)
- Strategic investment decisions under fast mean-reversion stochastic volatility (Q2862421) (← links)
- Default risk in interest rate derivatives with stochastic volatility (Q2866401) (← links)
- MULTISCALE STOCHASTIC VOLATILITY MODEL FOR DERIVATIVES ON FUTURES (Q2941058) (← links)
- Stochastic volatility asymptotics of defaultable interest rate derivatives under a quadratic Gaussian model (Q2951895) (← links)
- A UNIFIED FRAMEWORK FOR PRICING CREDIT AND EQUITY DERIVATIVES (Q3008488) (← links)
- A VOLATILITY-OF-VOLATILITY EXPANSION OF THE OPTION PRICES IN THE SABR STOCHASTIC VOLATILITY MODEL (Q3304204) (← links)
- Stochastic Volatility Effects on Defaultable Bonds (Q3424326) (← links)
- Multiscale Intensity Models for Single Name Credit Derivatives (Q3502204) (← links)
- ON THE ASYMPTOTICS OF FAST MEAN-REVERSION STOCHASTIC VOLATILITY MODELS (Q3502980) (← links)
- Turbo warrants under stochastic volatility (Q3605234) (← links)
- Asymptotic Pricing of Commodity Derivatives using Stochastic Volatility Spot Models (Q3617304) (← links)
- Multiscale Intensity Models and Name Grouping for Valuation of Multi-Name Credit Derivatives (Q3652704) (← links)
- On the Approximation of the SABR with Mean Reversion Model: A Probabilistic Approach (Q4586316) (← links)
- Implied Volatility of Leveraged ETF Options (Q4682478) (← links)
- Optimal Trading with Signals and Stochastic Price Impact (Q5097223) (← links)
- PRICING DERIVATIVES ON MULTISCALE DIFFUSIONS: AN EIGENFUNCTION EXPANSION APPROACH (Q5416705) (← links)
