Pages that link to "Item:Q2658792"
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The following pages link to Closed-form implied volatility surfaces for stochastic volatility models with jumps (Q2658792):
Displaying 11 items.
- Maximum likelihood estimation of diffusions by continuous time Markov chain (Q2076164) (← links)
- Smiles \& smirks: volatility and leverage by jumps (Q2076900) (← links)
- Weak approximation of SDEs for tempered distributions and applications (Q2165018) (← links)
- Editorial for the special issue on financial econometrics in the age of the digital economy (Q2658785) (← links)
- (Q3609920) (← links)
- ASYMPTOTICS OF THE TIME-DISCRETIZED LOG-NORMAL SABR MODEL: THE IMPLIED VOLATILITY SURFACE (Q5051949) (← links)
- ON THE RELATIONSHIP BETWEEN THE CALL PRICE SURFACE AND THE IMPLIED VOLATILITY SURFACE CLOSE TO EXPIRY (Q5193002) (← links)
- A new algorithm for computing path integrals and weak approximation of SDEs inspired by large deviations and Malliavin calculus (Q6106934) (← links)
- Affine Heston model style with self-exciting jumps and long memory (Q6536770) (← links)
- Transition density function expansion methods for portfolio optimization (Q6585828) (← links)
- A novel term-structure-based Heston model for implied volatility surface (Q6590577) (← links)
