Pages that link to "Item:Q1067301"
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The following pages link to Mimicking the one-dimensional marginal distributions of processes having an Ito differential (Q1067301):
Displaying 22 items.
- On the Skew and Curvature of the Implied and Local Volatilities (Q6092915) (← links)
- Pricing autocallables under local-stochastic volatility (Q6105374) (← links)
- Markov projection of semimartingales -- application to comparison results (Q6115255) (← links)
- Parameter estimation of discretely observed interacting particle systems (Q6116557) (← links)
- ROUGH-HESTON LOCAL-VOLATILITY MODEL (Q6119773) (← links)
- Pricing commodity index options (Q6158400) (← links)
- Deep Curve-Dependent PDEs for Affine Rough Volatility (Q6159075) (← links)
- Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility (Q6159078) (← links)
- Mean field games of controls: on the convergence of Nash equilibria (Q6165242) (← links)
- Hierarchies, entropy, and quantitative propagation of chaos for mean field diffusions (Q6168067) (← links)
- From Markov processes to semimartingales (Q6168534) (← links)
- Superposition and mimicking theorems for conditional McKean-Vlasov equations (Q6172698) (← links)
- Faking Brownian motion with continuous Markov martingales (Q6181521) (← links)
- Local volatility under rough volatility (Q6187367) (← links)
- A general framework for a joint calibration of VIX and VXX options (Q6549588) (← links)
- Automated importance sampling via optimal control for stochastic reaction networks: a Markovian projection-based approach (Q6567277) (← links)
- Controlled martingale problems and their Markov mimics (Q6608784) (← links)
- A reproducing kernel Hilbert space approach to singular local stochastic volatility McKean-Vlasov models (Q6619591) (← links)
- Efficient pricing and calibration of high-dimensional basket options (Q6625110) (← links)
- On Dupire formula and diffusion with given marginals (Q6630456) (← links)
- Nonstandard stochastic control with nonlinear Feynman-Kac costs (Q6633902) (← links)
- Markovian projections for Itô semimartingales with jumps (Q6654859) (← links)