Pages that link to "Item:Q869454"
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The following pages link to Dupire-like identities for complex options (Q869454):
Displaying 5 items.
- Exact volatility calibration based on a Dupire-type call-put duality for perpetual American options (Q841614) (← links)
- The Kolmogorov forward fractional partial differential equation for the CGMY-process with applications in option pricing (Q2203004) (← links)
- Stochastic flow approach to Dupire's formula (Q2463720) (← links)
- Adaptive Trust-Region POD Methods in PIDE-Constrained Optimization (Q2942357) (← links)
- A forward equation for barrier options under the Brunick & Shreve Markovian projection (Q5001174) (← links)