Pages that link to "Item:Q4226865"

The following pages link to OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL (Q4226865):

Displaying 26 items.

• Stochastic volatility, smile & asymptotics (Q4541571) (← links)
• Trading volume in models of financial derivatives (Q4541604) (← links)
• Second Order Expansion for Implied Volatility in Two Factor Local Stochastic Volatility Models and Applications to the Dynamic $$\lambda $$-Sabr Model (Q4560329) (← links)
• Implied Filtering Densities on the Hidden State of Stochastic Volatility (Q4586317) (← links)
• Correction to Black--Scholes Formula Due to Fractional Stochastic Volatility (Q4607044) (← links)
• Shapes of Implied Volatility with Positive Mass at Zero (Q4607048) (← links)
• Regime-switching stochastic volatility model: estimation and calibration to VIX options (Q4610208) (← links)
• Dynamics of implied volatility surfaces (Q4646769) (← links)
• Pricing of index options under a minimal market model with log-normal scaling (Q4647289) (← links)
• BAYESIAN INFERENCE, PRIOR INFORMATION ON VOLATILITY, AND OPTION PRICING: A MAXIMUM ENTROPY APPROACH (Q4675829) (← links)
• Pricing of Defaultable Bonds with Random Information Flow (Q4682487) (← links)
• Implied integrated variance and hedging (Q4683083) (← links)
• On Smile Properties of Volatility Derivatives: Understanding the VIX Skew (Q5029932) (← links)
• ASYMPTOTICS OF THE TIME-DISCRETIZED LOG-NORMAL SABR MODEL: THE IMPLIED VOLATILITY SURFACE (Q5051949) (← links)
• Optimal Hedging Under Fast-Varying Stochastic Volatility (Q5112725) (← links)
• Asian options on the harmonic average (Q5245894) (← links)
• On the Curvature of the Smile in Stochastic Volatility Models (Q5280242) (← links)
• APPROXIMATE HEDGING PROBLEM WITH TRANSACTION COSTS IN STOCHASTIC VOLATILITY MARKETS (Q5283405) (← links)
• (Q5436599) (← links)
• Estimation of affine asset pricing models using the empirical characteristic function (Q5939360) (← links)
• Interest Rates Term Structure Models Driven by Hawkes Processes (Q6070672) (← links)
• Valuing of timer path-dependent options (Q6089609) (← links)
• MARKOVIAN STOCHASTIC VOLATILITY WITH STOCHASTIC CORRELATION — JOINT CALIBRATION AND CONSISTENCY OF SPX/VIX SHORT-MATURITY SMILES (Q6095476) (← links)
• W-shaped implied volatility curves and the Gaussian mixture model (Q6158420) (← links)
• Option pricing in sandwiched Volterra volatility model (Q6623043) (← links)
• Pricing of timer volatility-barrier options under Heston's stochastic volatility model (Q6653561) (← links)