The following pages link to (Q5155966):
Displaying 3 items.
- An approximation of small-time probability density functions in a general jump diffusion model (Q668543) (← links)
- Stochastic volatility effects on correlated log-normal random variables (Q1798473) (← links)
- The characteristic function of Gaussian stochastic volatility models: an analytic expression (Q2675814) (← links)