Pages that link to "Item:Q1744204"
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The following pages link to An integral representation of elasticity and sensitivity for stochastic volatility models (Q1744204):
Displaying 3 items.
- Stochastic elasticity of vol-of-vol and pricing of variance swaps (Q1998119) (← links)
- SENSITIVITY ANALYSIS AND DENSITY ESTIMATION FOR THE HOBSON-ROGERS STOCHASTIC VOLATILITY MODEL (Q3637881) (← links)
- INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS (Q4602498) (← links)