Pages that link to "Item:Q5433098"
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The following pages link to Solvable local and stochastic volatility models: supersymmetric methods in option pricing (Q5433098):
Displaying 13 items.
- The \(\alpha\)-hypergeometric stochastic volatility model (Q265650) (← links)
- Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition (Q512843) (← links)
- New solvable stochastic volatility models for pricing volatility derivatives (Q744402) (← links)
- On the strong regularity of degenerate additive noise driven stochastic differential equations with respect to their initial values (Q2033122) (← links)
- Stochastic C-stability and B-consistency of explicit and implicit Euler-type schemes (Q2629249) (← links)
- Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2944996) (← links)
- Solvable Diffusion Models with Linear and Mean-Reverting Nonlinear Drifts (Q2962134) (← links)
- A VOLATILITY-OF-VOLATILITY EXPANSION OF THE OPTION PRICES IN THE SABR STOCHASTIC VOLATILITY MODEL (Q3304204) (← links)
- Generalized uncorrelated SABR models with a high degree of symmetry (Q3577153) (← links)
- Unifying the BGM and SABR Models: A Short Ride in Hyperbolic Geometry (Q4560328) (← links)
- Second Order Expansion for Implied Volatility in Two Factor Local Stochastic Volatility Models and Applications to the Dynamic $$\lambda $$-Sabr Model (Q4560329) (← links)
- D-brane solutions under market panic (Q4641542) (← links)
- Approximate solutions to second-order parabolic equations: evolution systems and discretization (Q6105353) (← links)
