Pages that link to "Item:Q1860583"
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The following pages link to Option price when the stock is a semimartingale (Q1860583):
Displaying 19 items.
- Mimicking an Itō process by a solution of a stochastic differential equation (Q363861) (← links)
- On the calibration of local jump-diffusion asset price models (Q484208) (← links)
- Basket options valuation for a local volatility jump-diffusion model with the asymptotic expansion method (Q661267) (← links)
- On the drawdowns and drawups in diffusion-type models with running maxima and minima (Q890509) (← links)
- Financial inverse problem and reconstruction of infinitely divisible distributions with Gaussian component (Q1761432) (← links)
- From Bachelier to Dupire via optimal transport (Q2072111) (← links)
- Expectation of local times and the Dupire formula (Q2145798) (← links)
- Fake exponential Brownian motion (Q2435766) (← links)
- On the Markovian projection in the Brunick-Shreve mimicking result (Q2446711) (← links)
- Entropic calibration revisited (Q2478759) (← links)
- Forward equations for option prices in semimartingale models (Q2516772) (← links)
- MULTI-ASSET STOCHASTIC LOCAL VARIANCE CONTRACTS (Q3069956) (← links)
- On Estimation of Volatility Surface and Prediction of Future Spot Volatility (Q3424327) (← links)
- The functional Meyer–Tanaka formula (Q4584281) (← links)
- Preposterior analysis for option pricing (Q4610253) (← links)
- THE FORWARD PDE FOR EUROPEAN OPTIONS ON STOCKS WITH FIXED FRACTIONAL JUMPS (Q4675937) (← links)
- (Q5038015) (← links)
- Superposition and mimicking theorems for conditional McKean-Vlasov equations (Q6172698) (← links)
- On Dupire formula and diffusion with given marginals (Q6630456) (← links)
