Pages that link to "Item:Q5433097"
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The following pages link to Volatility surfaces: theory, rules of thumb, and empirical evidence (Q5433097):
Displaying 7 items.
- A deposit insurance pricing with a multi-state regime-switching volatility (Q2114499) (← links)
- A closed-form solution for outperformance options with stochastic correlation and stochastic volatility (Q2351280) (← links)
- TERM STRUCTURE OF VANILLA OPTIONS (Q3503047) (← links)
- Volatility has to be rough (Q5014164) (← links)
- Dynamics of the implied volatility surface. Theory and empirical evidence (Q5247237) (← links)
- Arbitrage-Free Neural-SDE Market Models (Q6092913) (← links)
- A novel term-structure-based Heston model for implied volatility surface (Q6590577) (← links)