Pages that link to "Item:Q4560332"
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The following pages link to Small-Time Asymptotics for the At-the-Money Implied Volatility in a Multi-dimensional Local Volatility Model (Q4560332):
Displaying 3 items.
- Small-Time Asymptotics for an Uncorrelated Local-Stochastic Volatility Model (Q2889603) (← links)
- Smoothing the payoff for efficient computation of Basket option prices (Q4554434) (← links)
- A new algorithm for computing path integrals and weak approximation of SDEs inspired by large deviations and Malliavin calculus (Q6106934) (← links)