Pages that link to "Item:Q2939925"
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The following pages link to REDUCED-ORDER MODELS FOR THE IMPLIED VARIANCE UNDER LOCAL VOLATILITY (Q2939925):
Displaying 5 items.
- Adaptive Trust-Region POD Methods in PIDE-Constrained Optimization (Q2942357) (← links)
- Forward implied volatility expansion in time-dependent local volatility models (Q3465135) (← links)
- Implied Volatility from Local Volatility: A Path Integral Approach (Q4560334) (← links)
- Variance reduction approach for the volatility over a finite-time horizon (Q5079915) (← links)
- Stochastic local volatility models and the Wei-Norman factorization method (Q6105360) (← links)