Pages that link to "Item:Q4635246"
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The following pages link to Implied Volatility in Strict Local Martingale Models (Q4635246):
Displaying 10 items.
- Testing the martingale restriction for option implied densities (Q1025613) (← links)
- A Black-Scholes inequality: applications and generalisations (Q2282961) (← links)
- Generalized arbitrage-free SVI volatility surfaces (Q2819096) (← links)
- Uniform Bounds for Black--Scholes Implied Volatility (Q2953944) (← links)
- Forward implied volatility expansion in time-dependent local volatility models (Q3465135) (← links)
- Implied Volatility from Local Volatility: A Path Integral Approach (Q4560334) (← links)
- Long-Time Large Deviations for the Multiasset Wishart Stochastic Volatility Model and Option Pricing (Q5215986) (← links)
- On the Skew and Curvature of the Implied and Local Volatilities (Q6092915) (← links)
- The log‐moment formula for implied volatility (Q6187368) (← links)
- Detecting asset price bubbles using deep learning (Q6667576) (← links)