Results 281 to 290 of about 116,745 (301)
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THE 4/2 STOCHASTIC VOLATILITY MODEL: A UNIFIED APPROACH FOR THE HESTON AND THE 3/2 MODEL
Mathematical Finance, 2017Martino Grasselli
exaly
A stochastic volatility model and optimal portfolio selection
Quantitative Finance, 2013Xudong Zeng
exaly
Bayesian Analysis of Stochastic Volatility Models
Journal of Business and Economic Statistics, 1994Eric Jacquier, Peter E Rossi
exaly
A multifactor stochastic volatility model of commodity prices
Energy Economics, 2017Gonzalo Cortazar +2 more
exaly
Regime-switching stochastic volatility model: estimation and calibration to VIX options
Applied Mathematical Finance, 2017Stephane Goutte, Huyên Pham
exaly
Pricing vulnerable options under a stochastic volatility model
Applied Mathematics Letters, 2014Min-Ku Lee, Jeong-Hoon Kim
exaly