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On the Uniqueness of Tikhonov Regularized Local Volatility Surfaces
SSRN Electronic Journal
◽
10.2139/ssrn.2636836
◽
2015
◽
Author(s):
Vinicius Viana Luiz Albani
Keyword(s):
Local Volatility
Download Full-text
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Explicit Density Approximations for Local Volatility Models Using Heat Kernel Expansions
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SSRN Electronic Journal
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10.2139/ssrn.2056277
◽
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Keyword(s):
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◽
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On the Simulation of a Quanto Process Under Local Volatility
SSRN Electronic Journal
◽
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◽
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Calibrating and Pricing with Stochastic-Local Volatility Model
SSRN Electronic Journal
◽
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SSRN Electronic Journal
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Smooth Calibration in Local Volatility with Jumps: The Stock Jumps, Local Volatility Doesn't
SSRN Electronic Journal
◽
10.2139/ssrn.2669377
◽
2015
◽
Author(s):
Gilles Boya
Keyword(s):
Local Volatility
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Local Volatility with Multi-Factor Markovian Short Rate
SSRN Electronic Journal
◽
10.2139/ssrn.2748025
◽
2016
◽
Author(s):
Gilles Boya
Keyword(s):
Local Volatility
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