Pages that link to "Item:Q4560331"
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The following pages link to Implied Volatility of Basket Options at Extreme Strikes (Q4560331):
Displaying 5 items.
- The deep parametric PDE method and applications to option pricing (Q2161843) (← links)
- Small-Time Asymptotics for Basket Options---the Bivariate SABR Model and the Hyperbolic Heat Kernel on $\mathbb{H}^3$ (Q3188151) (← links)
- (Q3436981) (← links)
- THE MOMENT FORMULA FOR IMPLIED VOLATILITY AT EXTREME STRIKES (Q4673853) (← links)
- Tails of weakly dependent random vectors (Q5964275) (← links)