Pages that link to "Item:Q5280242"
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The following pages link to On the Curvature of the Smile in Stochastic Volatility Models (Q5280242):
Displaying 7 items.
- Estimating the Hurst parameter from short term volatility swaps: a Malliavin calculus approach (Q1739059) (← links)
- On the Harmonic Mean Representation of the Implied Volatility (Q4988554) (← links)
- On Smile Properties of Volatility Derivatives: Understanding the VIX Skew (Q5029932) (← links)
- Short-dated smile under rough volatility: asymptotics and numerics (Q5072906) (← links)
- On the Skew and Curvature of the Implied and Local Volatilities (Q6092915) (← links)
- On the Implied Volatility of Asian Options Under Stochastic Volatility Models (Q6569105) (← links)
- Option pricing in sandwiched Volterra volatility model (Q6623043) (← links)
