Pages that link to "Item:Q4561938"

The following pages link to New Approximations in Local Volatility Models (Q4561938):

Displaying 8 items.

• Explicit density approximations for local volatility models using heat kernel expansions (Q340130) (← links)
• Estimation of local volatilities in a generalized Black-Scholes model (Q1765852) (← links)
• Asymptotic expansion for some local volatility models arising in finance (Q2292052) (← links)
• Approximate Hedging in a Local Volatility Model with Proportional Transaction Costs (Q4586034) (← links)
• (Q5124283) (← links)
• APPROXIMATING LOCAL VOLATILITY FUNCTIONS OF STOCHASTIC VOLATILITY MODELS: A CLOSED-FORM EXPANSION APPROACH (Q5358059) (← links)
• Local volatility function models under a benchmark approach (Q5484644) (← links)
• Stochastic local volatility models and the Wei-Norman factorization method (Q6105360) (← links)