Pages that link to "Item:Q2790463"
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The following pages link to An infinite dimensional stochastic analysis approach to local volatility dynamic models (Q2790463):
Displaying 7 items.
- On the calibration of local jump-diffusion asset price models (Q484208) (← links)
- Tangent Lévy market models (Q1761433) (← links)
- Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset (Q1938966) (← links)
- Local volatility dynamic models (Q2271723) (← links)
- Asymptotic expansion for some local volatility models arising in finance (Q2292052) (← links)
- Small-Time Asymptotics for an Uncorrelated Local-Stochastic Volatility Model (Q2889603) (← links)
- An infinite‐dimensional affine stochastic volatility model (Q6054429) (← links)