Pages that link to "Item:Q5014241"
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The following pages link to A note on the option price and ‘Mass at zero in the uncorrelated SABR model and implied volatility asymptotics’ (Q5014241):
Displaying 3 items.
- Model-independent bounds for option prices -- a mass transport approach (Q354188) (← links)
- Approximate arbitrage-free option pricing under the SABR model (Q1655765) (← links)
- The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model (Q2246618) (← links)