Pages that link to "Item:Q2968278"
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The following pages link to ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME-HOMOGENEOUS DIFFUSIONS (Q2968278):
Displaying 17 items.
- On the singular control of exchange rates (Q827148) (← links)
- A general framework for time-changed Markov processes and applications (Q1622827) (← links)
- Asymptotics for the Euler-discretized Hull-White stochastic volatility model (Q1703031) (← links)
- An integral representation of elasticity and sensitivity for stochastic volatility models (Q1744204) (← links)
- A general framework for pricing Asian options under stochastic volatility on parallel architectures (Q1991237) (← links)
- Change of drift in one-dimensional diffusions (Q2022766) (← links)
- A data-driven framework for consistent financial valuation and risk measurement (Q2028832) (← links)
- Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations (Q2029925) (← links)
- Strict local martingales and the Khasminskii test for explosions (Q2145795) (← links)
- Pricing of FX options in the MPT/CIR jump-diffusion model with approximative fractional stochastic volatility (Q2163921) (← links)
- A class of stochastic volatility models and the<i>q</i>-optimal martingale measure (Q2873538) (← links)
- A simple proof of the martingale property in a semi-log-normal stochastic volatility model (Q3177164) (← links)
- Extreme-Strike Comparisons and Structural Bounds for SPX and VIX Options (Q4579824) (← links)
- INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS (Q4602498) (← links)
- A Markov chain approximation scheme for option pricing under skew diffusions (Q4991088) (← links)
- ASYMPTOTICS OF THE TIME-DISCRETIZED LOG-NORMAL SABR MODEL: THE IMPLIED VOLATILITY SURFACE (Q5051949) (← links)
- On Integrated Volatility of Itô Semimartingales when Sampling Times are Endogenous (Q5177619) (← links)
