Pages that link to "Item:Q2575436"
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The following pages link to Understanding the implied volatility surface for options on a diversified index (Q2575436):
Displaying 5 items.
- Optimal control for a linear quadratic problem with a stochastic time scale (Q2034831) (← links)
- A two-factor model for low interest rate regimes (Q2575438) (← links)
- What Drives Index Options Exposures? (Q5237854) (← links)
- A BENCHMARK APPROACH TO FINANCE (Q5472781) (← links)
- CURRENCY DERIVATIVES UNDER A MINIMAL MARKET MODEL WITH RANDOM SCALING (Q5493855) (← links)