Pages that link to "Item:Q5086415"
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The following pages link to The implied volatility of Forward-Start options: ATM short-time level, skew and curvature (Q5086415):
Displaying 3 items.
- On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility (Q2463722) (← links)
- On the Skew and Curvature of the Implied and Local Volatilities (Q6092915) (← links)
- Forward starting options pricing under a regime-switching jump-diffusion model with Wishart stochastic volatility and stochastic interest rate (Q6550279) (← links)
