Pages that link to "Item:Q4560333"

The following pages link to A Remark on Gatheral’s ‘Most-Likely Path Approximation’ of Implied Volatility (Q4560333):

Displaying 2 items.

• Retracted article: The distribution of the maximum of a variance gamma process and path-dependent option pricing (Q889626) (← links)
• Implied Volatility from Local Volatility: A Path Integral Approach (Q4560334) (← links)