Pages that link to "Item:Q681999"
From MaRDI portal
The following pages link to The asymptotic smile of a multiscaling stochastic volatility model (Q681999):
Displaying 7 items.
- Multi-scaling of moments in stochastic volatility models (Q492947) (← links)
- Asymptotics for volatility derivatives in multi-factor rough volatility models (Q2037765) (← links)
- Extreme at-the-money skew in a local volatility model (Q2274223) (← links)
- Parametric modeling of implied smile functions: a generalized SVI model (Q2393161) (← links)
- General smile asymptotics with bounded maturity (Q2832614) (← links)
- Asymptotic behaviour of randomised fractional volatility models (Q5226253) (← links)
- FROM SMILE ASYMPTOTICS TO MARKET RISK MEASURES (Q5247426) (← links)