The following pages link to (Q3188227):
Displaying 9 items.
- Small-time asymptotics for Gaussian self-similar stochastic volatility models (Q781554) (← links)
- FX options pricing in logarithmic mean-reversion jump-diffusion model with stochastic volatility (Q902968) (← links)
- Solution of option pricing equations using orthogonal polynomial expansion. (Q1984560) (← links)
- Numerical aspects of integration in semi-closed option pricing formulas for stochastic volatility jump diffusion models (Q5030643) (← links)
- Proof of non-convergence of the short-maturity expansion for the SABR model (Q5039635) (← links)
- ASYMPTOTICS OF THE TIME-DISCRETIZED LOG-NORMAL SABR MODEL: THE IMPLIED VOLATILITY SURFACE (Q5051949) (← links)
- Sticky reflecting Ornstein-Uhlenbeck diffusions and the Vasicek interest rate model with the sticky zero lower bound (Q5106727) (← links)
- Sticky Feller diffusions (Q6165209) (← links)
- A new criterion on stability in distribution for a hybrid stochastic delay differential equation (Q6611385) (← links)
