Pages that link to "Item:Q5198956"
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The following pages link to EXACT PRICING AND LARGE-TIME ASYMPTOTICS FOR THE MODIFIED SABR MODEL AND THE BROWNIAN EXPONENTIAL FUNCTIONAL (Q5198956):
Displaying 4 items.
- Explicit density approximations for local volatility models using heat kernel expansions (Q340130) (← links)
- The large-maturity smile for the Stein-Stein model (Q2454008) (← links)
- The Hartman-Watson Distribution Revisited: Asymptotics for Pricing Asian Options (Q3094703) (← links)
- Proof of non-convergence of the short-maturity expansion for the SABR model (Q5039635) (← links)