Pages that link to "Item:Q2638360"
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The following pages link to On the density of log-spot in the Heston volatility model (Q2638360):
Displaying 15 items.
- Order estimates for the exact Lugannani-Rice expansion (Q263055) (← links)
- An investigation of model risk in a market with jumps and stochastic volatility (Q323232) (← links)
- Analytical approximation of the transition density in a local volatility model (Q432231) (← links)
- Asymptotics of implied volatility to arbitrary order (Q468415) (← links)
- A note on essential smoothness in the Heston model (Q484213) (← links)
- Distance to the line in the Heston model (Q511233) (← links)
- Option pricing in a regime switching stochastic volatility model (Q1642260) (← links)
- Full and fast calibration of the Heston stochastic volatility model (Q1694942) (← links)
- On the calibration of the 3/2 model (Q1734372) (← links)
- Inversion of analytic characteristic functions and infinite convolutions of exponential and Laplace densities (Q2428531) (← links)
- Comment on: A Note on the Discontinuity Problem in Heston's Stochastic Volatility Model (Q2786212) (← links)
- ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME-HOMOGENEOUS DIFFUSIONS (Q2968278) (← links)
- COMPLEX LOGARITHMS IN HESTON-LIKE MODELS (Q3161742) (← links)
- On Singularities in the Heston Model (Q4560340) (← links)
- Weighted variance swaps hedge against impermanent loss (Q6166206) (← links)
