Pages that link to "Item:Q2832614"

The following pages link to General smile asymptotics with bounded maturity (Q2832614):

Displaying 16 items.

• Analytical approximation of the transition density in a local volatility model (Q432231) (← links)
• Multi-scaling of moments in stochastic volatility models (Q492947) (← links)
• The asymptotic smile of a multiscaling stochastic volatility model (Q681999) (← links)
• Small-time asymptotics for Gaussian self-similar stochastic volatility models (Q781554) (← links)
• Black-Scholes in a CEV random environment (Q1648901) (← links)
• Maturity cycles in implied volatility (Q1776013) (← links)
• The large-maturity smile for the Stein-Stein model (Q2454008) (← links)
• The term structure of implied volatility in symmetric models with applications to Heston (Q2909510) (← links)
• Uniform Bounds for Black--Scholes Implied Volatility (Q2953944) (← links)
• REGULAR VARIATION AND SMILE ASYMPTOTICS (Q3608732) (← links)
• Option pricing in the moderate deviations regime (Q4581294) (← links)
• Small-time moderate deviations for the randomised Heston model (Q5109487) (← links)
• The Randomized Heston Model (Q5742496) (← links)
• Large-maturity regimes of the Heston forward smile (Q5965371) (← links)
• W-shaped implied volatility curves and the Gaussian mixture model (Q6158420) (← links)
• Adiabaticity conditions for volatility smile in Black-Scholes pricing model (Q6176634) (← links)