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Explicit Density Approximations for Local Volatility Models Using Heat Kernel Expansions

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F16%3A10330192" target="_blank" >RIV/00216208:11320/16:10330192 - isvavai.cz</a>

  • Alternative codes found

    RIV/64941663:_____/16:N0000001

  • Result on the web

    <a href="http://dx.doi.org/10.1007/s11009-015-9463-6" target="_blank" >http://dx.doi.org/10.1007/s11009-015-9463-6</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1007/s11009-015-9463-6" target="_blank" >10.1007/s11009-015-9463-6</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    Explicit Density Approximations for Local Volatility Models Using Heat Kernel Expansions

  • Original language description

    Heat kernel perturbation theory is a tool for constructing explicit approximation formulas for the solutions of linear parabolic equations. We review the crux of this perturbative formalism and then apply it to differential equations which govern the transition densities of several local volatility processes. In particular, we compute all the heat kernel coefficients for the CEV and quadratic local volatility models; in the later case, we are able to use these to construct an exact explicit formula for the processes' transition density. We then derive low order approximation formulas for the cubic local volatility model, an affine-affine short rate model, and a generalized mean reverting CEV model. We finally demonstrate that the approximation formulas are accurate in certain model parameter regimes via comparison to Monte Carlo simulations.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

  • CEP classification

    BB - Applied statistics, operational research

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/GA13-34480S" target="_blank" >GA13-34480S: Management of Extreme Financial Events</a><br>

  • Continuities

    I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Others

  • Publication year

    2016

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    Methodology and Computing in Applied Probability

  • ISSN

    1387-5841

  • e-ISSN

  • Volume of the periodical

    18

  • Issue of the periodical within the volume

    3

  • Country of publishing house

    US - UNITED STATES

  • Number of pages

    21

  • Pages from-to

    847-867

  • UT code for WoS article

    000380698400012

  • EID of the result in the Scopus database

    2-s2.0-84941670239