Pages that link to "Item:Q1044240"
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The following pages link to A remark on a singular perturbation method for option pricing under a stochastic volatility model (Q1044240):
Displaying 9 items.
- Large deviations for some fast stochastic volatility models by viscosity methods (Q255794) (← links)
- Asymptotic analysis for stochastic volatility: Edgeworth expansion (Q638406) (← links)
- A new analytical approximation for European puts with stochastic volatility (Q972953) (← links)
- An asymptotic expansion for forward-backward SDEs: a Malliavin calculus approach (Q1627727) (← links)
- Pricing of options in the singular perturbed stochastic volatility model (Q2400320) (← links)
- Note on an extension of an asymptotic expansion scheme (Q2853382) (← links)
- PROBABILITY DISTRIBUTION AND OPTION PRICING FOR DRAWDOWN IN A STOCHASTIC VOLATILITY ENVIRONMENT (Q3564997) (← links)
- Asymptotic Expansion Approach in Finance (Q4560338) (← links)
- A note on the option price and ‘Mass at zero in the uncorrelated SABR model and implied volatility asymptotics’ (Q5014241) (← links)
