Pages that link to "Item:Q2485802"
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The following pages link to Asymptotic theory of noncentered mixing stochastic differential equations (Q2485802):
Displaying 8 items.
- Investment timing under hybrid stochastic and local volatility (Q340490) (← links)
- A delayed stochastic volatility correction to the constant elasticity of variance model (Q517196) (← links)
- Multiscale analysis of a perpetual American option with the stochastic elasticity of variance (Q2339015) (← links)
- Portfolio optimization for pension plans under hybrid stochastic and local volatility. (Q2343843) (← links)
- (Q4380232) (← links)
- (Q4421343) (← links)
- Option pricing under hybrid stochastic and local volatility (Q5397448) (← links)
- A multiscale correction to the Black-Scholes formula (Q6571884) (← links)