arXiv (All)
open access
DSINC beyond Heston: the 3/2 and other non-affine stochastic-volatility models
This paper extends the damped-sinc (DSINC) method for American options beyond the affine Heston class to general one-factor stochastic-volatility models. We show that the collapse identity, which reduces the early-exercise integral to a single spectral integral, remains valid for these models. Dampi
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- The quantum mechanical path integral: Toward a realistic interpretation#767458
- On The Regularized McVittie Black Bounce and a Family of Traversable Wormholes#987004
- Dyson expansion for form-bounded perturbations and applications to the polaron problem#449055
- Volatility Bands from a Single Operator: The Kinematic Companion as Sufficient Statistic for GARCH Parameters#410708
- Bound States in 2d Yukawa Theory from Hamiltonian Truncation#1106203
Record · ID 1413088
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive