Results 281 to 290 of about 22,553 (296)

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

SSRN Electronic Journal, 2022
openaire   +1 more source

Bayesian Analysis of Stochastic Volatility Models

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

Pricing vulnerable options under a stochastic volatility model

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

OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL

Mathematical Finance, 1996
Eric Renault
exaly  

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

Energy Economics, 2016
Christopher Baum
exaly  

Stochastic Volatility

2014
openaire   +2 more sources

EXPLICIT IMPLIED VOLATILITIES FOR MULTIFACTOR LOCAL‐STOCHASTIC VOLATILITY MODELS

Mathematical Finance, 2017
Matthew Lorig, Andrea Pascucci, Stefano Pagliarani   +2 more
exaly  

A Fast Mean-Reverting Correction to Heston's Stochastic Volatility Model

SIAM Journal on Financial Mathematics, 2011
Jean-Pierre Fouque
exaly  

Short-Maturity Asymptotics for a Fast Mean-Reverting Heston Stochastic Volatility Model

SIAM Journal on Financial Mathematics, 2010
Jean-Pierre Fouque, Martin Stephen Forde   +1 more
exaly  

Bounds on European Option Prices under Stochastic Volatility

Mathematical Finance, 1999
Ruediger Frey
exaly