Pages that link to "Item:Q1018345"
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The following pages link to Towards a generalization of Dupire's equation for several assets (Q1018345):
Displaying 5 items.
- Dupire-like identities for complex options (Q869454) (← links)
- Fast reconstruction of time-dependent market volatility for European options (Q2027727) (← links)
- Stochastic flow approach to Dupire's formula (Q2463720) (← links)
- The forward Kolmogorov equation for two dimensional options (Q2518232) (← links)
- Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility (Q6159078) (← links)