Pages that link to "Item:Q5215433"
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The following pages link to Exponentiation of conditional expectations under stochastic volatility (Q5215433):
Displaying 12 items.
- Realized cumulants for martingales (Q2064805) (← links)
- Forests, cumulants, martingales (Q2139104) (← links)
- New directions in rough path theory. Abstracts from the workshop held December 6--12, 2020 (online meeting) (Q2232323) (← links)
- Volatility and volatility-linked derivatives: estimation, modeling, and pricing (Q2292042) (← links)
- Moment explosions in the rough Heston model (Q2292054) (← links)
- CONDITIONS FOR CONSISTENT EXPONENTIAL-POLYNOMIAL FORWARD RATE PROCESSES WITH MULTIPLE NONTRIVIAL FACTORS (Q4653567) (← links)
- Fast Hybrid Schemes for Fractional Riccati Equations (Rough Is Not So Tough) (Q4991674) (← links)
- RATIONAL APPROXIMATION OF THE ROUGH HESTON SOLUTION (Q5377001) (← links)
- Unified signature cumulants and generalized Magnus expansions (Q5866307) (← links)
- The VIX Future in Bergomi Models: Fast Approximation Formulas and Joint Calibration with S&P 500 Skew (Q5872885) (← links)
- Log-normal stochastic volatility model with quadratic drift (Q6492032) (← links)
- The rough Hawkes Heston stochastic volatility model (Q6641084) (← links)