Pages that link to "Item:Q3450511"

The following pages link to From characteristic functions to implied volatility expansions (Q3450511):

Displaying 8 items.

• The complete Gaussian kernel in the multi-factor Heston model: option pricing and implied volatility applications (Q2030533) (← links)
• Challenges in approximating the Black and Scholes call formula with hyperbolic tangents (Q2044805) (← links)
• Closed-form implied volatility surfaces for stochastic volatility models with jumps (Q2658792) (← links)
• The characteristic function of Gaussian stochastic volatility models: an analytic expression (Q2675814) (← links)
• The smile of certain Lévy-type models (Q2873150) (← links)
• A PDE method for estimation of implied volatility (Q4991029) (← links)
• Exponentiation of conditional expectations under stochastic volatility (Q5215433) (← links)
• EXPLICIT IMPLIED VOLATILITIES FOR MULTIFACTOR LOCAL‐STOCHASTIC VOLATILITY MODELS (Q5283408) (← links)