Pages that link to "Item:Q2463720"
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The following pages link to Stochastic flow approach to Dupire's formula (Q2463720):
Displaying 9 items.
- Exact volatility calibration based on a Dupire-type call-put duality for perpetual American options (Q841614) (← links)
- Dupire-like identities for complex options (Q869454) (← 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)
- Forward equations for option prices in semimartingale models (Q2516772) (← links)
- DUPIRE'S EQUATION FOR BUBBLES (Q4649504) (← links)
- The obstacle problem for semilinear parabolic partial integro-differential equations (Q5496375) (← links)
- Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility (Q6159078) (← links)