Pages that link to "Item:Q638406"
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The following pages link to Asymptotic analysis for stochastic volatility: Edgeworth expansion (Q638406):
Displaying 15 items.
- Second order multiscale stochastic volatility asymptotics: stochastic terminal layer analysis and calibration (Q309158) (← links)
- Asymptotic analysis for stochastic volatility: martingale expansion (Q484204) (← links)
- An asymptotic expansion for a Black--Scholes type model (Q707247) (← links)
- Higher order asymptotic option valuation for non-Gaussian dependent returns (Q866646) (← links)
- On validity of the asymptotic expansion approach in contingent claim analysis (Q1425481) (← links)
- Edgeworth corrections for spot volatility estimator (Q2006760) (← links)
- Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model (Q2485477) (← links)
- Closed-form implied volatility surfaces for stochastic volatility models with jumps (Q2658792) (← links)
- Edgeworth Black-Scholes option pricing formula (Q2928937) (← links)
- On Error Estimates for Asymptotic Expansions with Malliavin Weights: Application to Stochastic Volatility Model (Q3449446) (← links)
- Short-time at-the-money skew and rough fractional volatility (Q4555069) (← links)
- AN ASYMPTOTIC VALUATION FOR THE OPTION UNDER A GENERAL STOCHASTIC VOLATILITY(Special Issue on Theory, Methodology and Applications in Financial Engneering) (Q4803741) (← links)
- Validity of Edgeworth expansions for realized volatility estimators (Q5093928) (← links)
- VOLATILITY DERIVATIVES AND MODEL-FREE IMPLIED LEVERAGE (Q5411986) (← links)
- Edgeworth expansions for volatility models (Q6136793) (← links)
