Pages that link to "Item:Q5358059"

The following pages link to APPROXIMATING LOCAL VOLATILITY FUNCTIONS OF STOCHASTIC VOLATILITY MODELS: A CLOSED-FORM EXPANSION APPROACH (Q5358059):

Displaying 8 items.

• Explicit density approximations for local volatility models using heat kernel expansions (Q340130) (← links)
• Estimation of local volatilities in a generalized Black-Scholes model (Q1765852) (← links)
• Asymptotic expansion for some local volatility models arising in finance (Q2292052) (← links)
• A novel Monte Carlo approach to hybrid local volatility models (Q4555144) (← links)
• (Q5124283) (← links)
• Local volatility function models under a benchmark approach (Q5484644) (← links)
• Pricing VIX derivatives using a stochastic volatility model with a flexible jump structure (Q6104960) (← links)
• Stochastic local volatility models and the Wei-Norman factorization method (Q6105360) (← links)