Pages that link to "Item:Q5416705"
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The following pages link to PRICING DERIVATIVES ON MULTISCALE DIFFUSIONS: AN EIGENFUNCTION EXPANSION APPROACH (Q5416705):
Displaying 5 items.
- The averaging principle for non-autonomous slow-fast stochastic differential equations and an application to a local stochastic volatility model (Q2232189) (← links)
- Asymptotics for $$d$$ -Dimensional Lévy-Type Processes (Q4560337) (← links)
- FIRST-ORDER ASYMPTOTICS OF PATH-DEPENDENT DERIVATIVES IN MULTISCALE STOCHASTIC VOLATILITY ENVIRONMENT (Q4565075) (← links)
- Application of the spectral theory and perturbation theory to the study of Ornstein-Uhlenbeck processes (Q4633469) (← links)
- The exact smile of certain local volatility models (Q5397427) (← links)
