Pages that link to "Item:Q2463722"
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The following pages link to On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility (Q2463722):
Displaying 12 items.
- The economics of time as it is embedded in the prices of options§ (Q6158421) (← links)
- Deep Curve-Dependent PDEs for Affine Rough Volatility (Q6159075) (← links)
- Weak Error Rates of Numerical Schemes for Rough Volatility (Q6159079) (← links)
- Local volatility under rough volatility (Q6187367) (← links)
- Short-time implied volatility of additive normal tempered stable processes (Q6549591) (← links)
- Functional central limit theorems for rough volatility (Q6565557) (← links)
- Asymptotics for short maturity Asian options in jump-diffusion models with local volatility (Q6576884) (← links)
- Short time behavior of the ATM implied skew in the ADO-Heston model (Q6581627) (← links)
- Statistical inference for rough volatility: minimax theory (Q6621523) (← links)
- Reconciling rough volatility with jumps (Q6623042) (← links)
- Option pricing in sandwiched Volterra volatility model (Q6623043) (← links)
- The rough Hawkes Heston stochastic volatility model (Q6641084) (← links)
