Local volatility dynamic models

This publication has 32 references indexed in Scilit:

• Towards a Theory of Volatility Trading
  Published by Cambridge University Press (CUP) ,2010
• Paris-Princeton Lectures on Mathematical Finance 2004
  Lecture Notes in Mathematics, 2007
• Expensive martingales
  Quantitative Finance, 2006
• Computational Methods for Option Pricing
  Published by Society for Industrial & Applied Mathematics (SIAM) ,2005
• Computing the implied volatility in stochastic volatility models
  Communications on Pure and Applied Mathematics, 2004
• Stochastic Models of Implied Volatility Surfaces
  Economic Notes, 2002
• LOGNORMAL-MIXTURE DYNAMICS AND CALIBRATION TO MARKET VOLATILITY SMILES
  International Journal of Theoretical and Applied Finance, 2002
• Asymptotics and calibration of local volatility models
  Quantitative Finance, 2002
• Konvergenz von Differenzenverfahren für lineare und nichtlineare Anfangs - wertaufgaben
  Lecture Notes in Mathematics, 1970
• Equivalent Comparisons of Experiments
  The Annals of Mathematical Statistics, 1953