In this note we generalize the limit results in [Genon-Catalot, Jeantheau, Laredo, 2000, Bernoulli ] for simple stochastic volatility models to the case where a non zero correlation is allowed between the Brownian mo- tion driving the main di¤usion process and the Brownian motion driving the...

The aim of this study is to evaluate some simulation schemes recently suggested for the Heston model by examining their ability in reproducing, on the simulated paths, the autocovariance function of the generated model, when discretely observed. This is done by applying the outcomes of previous...

We endorse the idea, suggested in recent literature, that BitCoin prices are influenced by sentiment and confidence about the underlying technology; as a consequence, an excitement about the BitCoin system may propagate to BitCoin prices causing a Bubble effect, the presence of which is...