Pages that link to "Item:Q2438860"
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The following pages link to Volatility in options formulae for general stochastic dynamics (Q2438860):
Displaying 5 items.
- The instantaneous volatility and the implied volatility surface for a generalized Black-Scholes model (Q607574) (← links)
- Volatility and expected option returns: a note (Q1672838) (← links)
- Variational Analysis for Options with Stochastic Volatility and Multiple Factors (Q4579831) (← links)
- INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS (Q4602498) (← links)
- Can there be an explicit formula for implied volatility? (Q5415384) (← links)