Symposium on stochastic volatility: an introductory overview
Year of publication: |
2012
|
---|---|
Authors: | Viens, Frederi |
Published in: |
Annals of Finance. - Springer. - Vol. 8.2012, 2, p. 151-157
|
Publisher: |
Springer |
Subject: | Stochastic volatility | Option pricing | Calibration | Estimation | Stochastic | Stock market |
-
Calibrating volatility surfaces via relative-entropy minimization
Avellaneda, Marco, (1997)
-
Option pricing under a stressed-beta model
Fouque, Jean-Pierre, (2012)
-
Non-constant volatility models a comparison
Foschi, Paolo, (2006)
- More ...
-
Mutual fund performance evaluation methodology and local false discovery rate approach
Tuzov, Nikita, (2009)
-
Dynamic portfolio selection with mispricing and model ambiguity
Yi, Bo, (2015)
-
Extreme-Strike Asymptotics for General Gaussian Stochastic Volatility Models
Gulisashvili, Archil, (2015)
- More ...