Pages that link to "Item:Q4391417"
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The following pages link to Complications with stochastic volatility models (Q4391417):
Displaying 12 items.
- STRICT LOCAL MARTINGALES VIA FILTRATION ENLARGEMENT (Q5221477) (← links)
- Short-time near-the-money skew in rough fractional volatility models (Q5234338) (← links)
- Numerical option pricing in the presence of bubbles (Q5300438) (← links)
- Local volatility function models under a benchmark approach (Q5484644) (← links)
- A Stochastic Volatility Alternative to SABR (Q5504162) (← links)
- Financial models with defaultable numéraires (Q5743119) (← links)
- Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation (Q6053120) (← links)
- Local volatility under rough volatility (Q6187367) (← links)
- Log-normal stochastic volatility model with quadratic drift (Q6492032) (← links)
- A study on asset price bubble dynamics: explosive trend or quadratic variation? (Q6587737) (← links)
- On the Guyon-Lekeufack volatility model (Q6619593) (← links)
- Detecting asset price bubbles using deep learning (Q6667576) (← links)