Pages that link to "Item:Q5484644"
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The following pages link to Local volatility function models under a benchmark approach (Q5484644):
Displaying 8 items.
- Local volatility of volatility for the VIX market (Q385648) (← links)
- Local volatility dynamic models (Q2271723) (← links)
- Understanding the implied volatility surface for options on a diversified index (Q2575436) (← links)
- An infinite dimensional stochastic analysis approach to local volatility dynamic models (Q2790463) (← links)
- A closed-form solution to American options under general diffusion processes (Q2869962) (← links)
- Recovering the real-world density and liquidity premia from option data (Q5001196) (← links)
- (Q5124283) (← links)
- APPROXIMATING LOCAL VOLATILITY FUNCTIONS OF STOCHASTIC VOLATILITY MODELS: A CLOSED-FORM EXPANSION APPROACH (Q5358059) (← links)