Pages that link to "Item:Q5388689"
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The following pages link to Closed-Form Asymptotics and Numerical Approximations of 1D Parabolic Equations with Applications to Option Pricing (Q5388689):
Displaying 12 items.
- Analytical approximation of the transition density in a local volatility model (Q432231) (← links)
- Short maturity conditional Asian options in local volatility models (Q2175467) (← links)
- A semigroup approach to generalized Black-Scholes type equations in incomplete markets (Q2315047) (← links)
- Short Maturity Asian Options in Local Volatility Models (Q2953946) (← links)
- A VOLATILITY-OF-VOLATILITY EXPANSION OF THE OPTION PRICES IN THE SABR STOCHASTIC VOLATILITY MODEL (Q3304204) (← links)
- Implied Volatility from Local Volatility: A Path Integral Approach (Q4560334) (← links)
- SHORT MATURITY ASIAN OPTIONS FOR THE CEV MODEL (Q5056615) (← links)
- Approximate solutions to second order parabolic equations. I: Analytic estimates (Q5253970) (← links)
- Analytical Expansions for Parabolic Equations (Q5264986) (← links)
- THE HEAT-KERNEL MOST-LIKELY-PATH APPROXIMATION (Q5389097) (← links)
- Approximate solutions to second-order parabolic equations: evolution systems and discretization (Q6105353) (← links)
- SHORT-MATURITY ASYMPTOTICS FOR OPTION PRICES WITH INTEREST RATE EFFECTS (Q6119776) (← links)
