Pages that link to "Item:Q4994410"
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The following pages link to An E-ARCH model for the term structure of implied volatility of FX options (Q4994410):
Displaying 3 items.
- Fractional Wishart processes and \(\varepsilon\)-fractional Wishart processes with applications (Q1999688) (← links)
- A closed-form solution for outperformance options with stochastic correlation and stochastic volatility (Q2351280) (← links)
- Dynamics of implied volatility surfaces (Q4646769) (← links)