Pages that link to "Item:Q5139918"
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The following pages link to Small-Time smile for the multifactor volatility heston model (Q5139918):
Displaying 5 items.
- The asymptotic smile of a multiscaling stochastic volatility model (Q681999) (← links)
- The complete Gaussian kernel in the multi-factor Heston model: option pricing and implied volatility applications (Q2030533) (← links)
- Asymptotics for volatility derivatives in multi-factor rough volatility models (Q2037765) (← links)
- Asymptotic expansion formula of option price under multifactor Heston model (Q2398581) (← links)
- The short‐time behavior of VIX‐implied volatilities in a multifactor stochastic volatility framework (Q5241568) (← links)