Pages that link to "Item:Q2873150"
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The following pages link to The smile of certain Lévy-type models (Q2873150):
Displaying 11 items.
- Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility (Q261928) (← links)
- Option pricing under some Lévy-like stochastic processes (Q617036) (← links)
- Pricing approximations and error estimates for local Lévy-type models with default (Q2006127) (← links)
- A family of density expansions for Lévy-type processes (Q2258531) (← links)
- Pricing Bermudan options under local Lévy models with default (Q2408753) (← links)
- Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model (Q4555139) (← links)
- Multiscale exponential Lévy-type models (Q4682996) (← links)
- Pricing Variance Swaps on Time-Changed Markov Processes (Q4999901) (← links)
- FROM SMILE ASYMPTOTICS TO MARKET RISK MEASURES (Q5247426) (← links)
- Analytical Expansions for Parabolic Equations (Q5264986) (← links)
- EXPLICIT IMPLIED VOLATILITIES FOR MULTIFACTOR LOCAL‐STOCHASTIC VOLATILITY MODELS (Q5283408) (← links)
