Revealing the Arcane : An Introduction to the Art of Stochastic Volatility Models

This essay is aimed to provide a straightforward and sufficiently accessible demonstration of some known procedures for stochastic volatility model. It reviews the important related concepts, gives informal derivations of the methods and can be useful as a cookbook for a novice. The exposition is confined to classical (non-Bayesian) framework and discrete-time formulations

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Year of publication:	2010
Authors:	Tsyplakov, Alexander
Publisher:	[2010]: [S.l.] : SSRN
Subject:	Volatilität \| Volatility \| Stochastischer Prozess \| Stochastic process \| Theorie \| Theory \| Kunst \| Arts

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