Pages that link to "Item:Q5001108"

The following pages link to On the short-maturity behaviour of the implied volatility skew for random strike options and applications to option pricing approximation (Q5001108):

Displaying 6 items.

• A note on the implied volatility of floating strike Asian options (Q2292064) (← links)
• Short-time at-the-money skew and rough fractional volatility (Q4555069) (← links)
• SKEWED LÉVY MODELS AND IMPLIED VOLATILITY SKEW (Q4634637) (← links)
• The implied volatility of Forward-Start options: ATM short-time level, skew and curvature (Q5086415) (← links)
• Pricing Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion Models (Q5219719) (← links)
• On the Skew and Curvature of the Implied and Local Volatilities (Q6092915) (← links)