Results 291 to 300 of about 116,745 (301)

Probabilistic electricity price forecasting with Bayesian stochastic volatility models

Energy Economics, 2019
Maciej Kostrzewski, Jadwiga Kostrzewska
exaly  

Stochastic Volatility Modeling

2015
openaire   +1 more source

Optimal portfolios and Heston's stochastic volatility model: an explicit solution for power utility

Quantitative Finance, 2005
exaly  

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

Quantitative Finance, 2013
exaly  

EXTREMAL STOCHASTIC VOLATILITY MODEL

2010
Fasen, Al, H C Jimbo, P T Batchy
openaire   +1 more source

A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options

Review of Financial Studies, 1993
exaly  

Options on realized variance by transform methods: a non-affine stochastic volatility model

Quantitative Finance, 2012
exaly  

Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods

Mathematical Finance, 1997
exaly  

A market model for stochastic implied volatility

Philosophical Transactions Series A, Mathematical, Physical, and Engineering Sciences, 1999
exaly  

Local-stochastic volatility models

2015
openaire   +1 more source