Pages that link to "Item:Q2292052"
From MaRDI portal
The following pages link to Asymptotic expansion for some local volatility models arising in finance (Q2292052):
Displaying 7 items.
- Explicit density approximations for local volatility models using heat kernel expansions (Q340130) (← links)
- Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate (Q2107407) (← links)
- Volatility and volatility-linked derivatives: estimation, modeling, and pricing (Q2292042) (← links)
- Small-Time Asymptotics for an Uncorrelated Local-Stochastic Volatility Model (Q2889603) (← links)
- Local Volatility, Conditioned Diffusions, and Varadhan's Formula (Q4579844) (← links)
- APPROXIMATING LOCAL VOLATILITY FUNCTIONS OF STOCHASTIC VOLATILITY MODELS: A CLOSED-FORM EXPANSION APPROACH (Q5358059) (← links)
- Nonparametric estimation of trend for stochastic processes driven by \(G\)-Brownian motion with small noise (Q6176166) (← links)