Pages that link to "Item:Q2782353"
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The following pages link to Displaced and mixture diffusions for analytically-tractable smile models (Q2782353):
Displaying 20 items.
- Mimicking an Itō process by a solution of a stochastic differential equation (Q363861) (← links)
- Displaced lognormal volatility skews: analysis and applications to stochastic volatility simulations (Q470513) (← links)
- Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing (Q488215) (← links)
- The instantaneous volatility and the implied volatility surface for a generalized Black-Scholes model (Q607574) (← links)
- Volatility smile as relativistic effect (Q1620616) (← links)
- SDEs with uniform distributions: peacocks, conic martingales and mean reverting uniform diffusions (Q2182620) (← links)
- Density estimation techniques for multiscale coupling of kinetic models of the plasma material interface (Q2222666) (← links)
- The multivariate mixture dynamics model: shifted dynamics and correlation skew (Q2241131) (← links)
- Local volatility dynamic models (Q2271723) (← links)
- Parametric modeling of implied smile functions: a generalized SVI model (Q2393161) (← links)
- Markov chain approximation and measure change for time-inhomogeneous stochastic processes (Q2662572) (← links)
- On martingale diffusions describing the `smile-effect' for implied volatilities (Q2756663) (← links)
- General smile asymptotics with bounded maturity (Q2832614) (← links)
- A Standardized Normal-Laplace Mixture Distribution Fitted to Symmetric Implied Volatility Smiles (Q3178531) (← links)
- Alternative asset-price dynamics and volatility smile (Q4647257) (← links)
- Volatility has to be rough (Q5014164) (← links)
- Stock performance by utility indifference pricing and the Sharpe ratio (Q5234296) (← links)
- State price density estimation with an application to the recovery theorem (Q6039126) (← links)
- W-shaped implied volatility curves and the Gaussian mixture model (Q6158420) (← links)
- An information-theoretic approach for the assessment of a continuous outcome as a surrogate for a binary true endpoint based on causal inference: application to vaccine evaluation (Q6630352) (← links)
