Pages that link to "Item:Q5504162"
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The following pages link to A Stochastic Volatility Alternative to SABR (Q5504162):
Displaying 6 items.
- Stochastic volatility and stochastic leverage (Q470516) (← links)
- Valuing options in Heston's stochastic volatility model: another analytical approach (Q642746) (← links)
- On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications (Q1039919) (← links)
- ASYMPTOTIC EQUIVALENCE IN LEE'S MOMENT FORMULAS FOR THE IMPLIED VOLATILITY, ASSET PRICE MODELS WITHOUT MOMENT EXPLOSIONS, AND PITERBARG'S CONJECTURE (Q2892978) (← links)
- Generic pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility (Q3005360) (← links)
- SERIES EXPANSION OF THE SABR JOINT DENSITY (Q4906532) (← links)
