Results 281 to 290 of about 22,447 (299)

Stochastic Volatility

2022
openaire   +1 more source

Bayesian Analysis of Stochastic Volatility Models

Journal of Business and Economic Statistics, 2002
Eric Jacquier, Nicholas G Polson, Peter E Rossi   +2 more
exaly  

Fast strong approximation Monte Carlo schemes for stochastic volatility models

Quantitative Finance, 2006
Christian Kahl
exaly  

Stochastic Volatility and Realized Stochastic Volatility Models

2015
openaire   +1 more source

Stochastic Dominance, Stochastic Volatility and the Prices of Volatility and Jump Risk

SSRN Electronic Journal, 2022
openaire   +1 more source

Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison

Econometric Reviews, 2006
Jun Yu, Renate Meyer
exaly  

Pricing variance and volatility swaps in a stochastic volatility model with regime switching: discrete observations case

Quantitative Finance, 2013
Robert J Elliott, Guang-Hua Lian
exaly  

Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility

Energy Economics, 2016
Christopher F Baum
exaly  

Pricing vulnerable options under a stochastic volatility model

Applied Mathematics Letters, 2014
Min-Ku Lee, Jeong-Hoon Kim
exaly  

Stochastic volatility with leverage: Fast and efficient likelihood inference

Journal of Econometrics, 2007
Yasuhiro Omori, Siddhartha Chib, Neil Shephard   +2 more
exaly