Pages that link to "Item:Q2675815"
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The following pages link to Jacobi stochastic volatility factor for the LIBOR market model (Q2675815):
Displaying 5 items.
- The Jacobi stochastic volatility model (Q1650944) (← links)
- Fast calibration of the libor market model with stochastic volatility and displaced diffusion (Q2190303) (← links)
- Multiple stochastic volatility extension of the Libor market model and its implementation (Q3405598) (← links)
- A displaced-diffusion stochastic volatility LIBOR market model: motivation, definition and implementation (Q4647291) (← links)
- Measure-valued affine and polynomial diffusions (Q6596205) (← links)