Pages that link to "Item:Q5411908"
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The following pages link to Large deviations and stochastic volatility with jumps: asymptotic implied volatility for affine models (Q5411908):
Displaying 18 items.
- Large deviations for the extended Heston model: the large-time case (Q1627673) (← links)
- Black-Scholes in a CEV random environment (Q1648901) (← links)
- Abelian theorems for stochastic volatility models with application to the estimation of jump activity (Q1761482) (← links)
- Pricing options under stochastic volatility jump model: a stable adaptive scheme (Q2273036) (← links)
- The large-maturity smile for the Stein-Stein model (Q2454008) (← links)
- General smile asymptotics with bounded maturity (Q2832614) (← links)
- Asymptotic Behavior of the Fractional Heston Model (Q4553801) (← links)
- Pathwise large deviations for the rough Bergomi model (Q4611271) (← links)
- A PDE method for estimation of implied volatility (Q4991029) (← links)
- Long-Time Trajectorial Large Deviations and Importance Sampling for Affine Stochastic Volatility Models (Q5022286) (← links)
- On the Valuation of Discrete Asian Options in High Volatility Environments (Q5041837) (← links)
- A comparison principle between rough and non-rough Heston models—with applications to the volatility surface (Q5139205) (← links)
- OPTION PRICING UNDER THE FRACTIONAL STOCHASTIC VOLATILITY MODEL (Q5158749) (← links)
- Long-Time Large Deviations for the Multiasset Wishart Stochastic Volatility Model and Option Pricing (Q5215986) (← links)
- Asymptotic behaviour of randomised fractional volatility models (Q5226253) (← links)
- Asymptotics of Forward Implied Volatility (Q5250047) (← links)
- The Randomized Heston Model (Q5742496) (← links)
- Large-maturity regimes of the Heston forward smile (Q5965371) (← links)
