Keyword Connections

stochastic volatility

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Bibliographies

17

1 How Does the Volatility of Volatility Depend on Volatility?

2 a new variant of estimation approach to asymmetric stochastic volatilitymodel

3 stochastic autoregressive volatility model for exchange rates

4 Test data sets for calibration of stochastic and fractional stochastic volatility models.

5 Path integral approach to closed-form option pricing formulas with applications to stochastic volatility and interest rate models.

6 High-order compact finite difference scheme for option pricing in stochastic volatility jump models

7 A high-order RBF-FD method for option pricing under regime-switching stochastic volatility models with jumps

8 The continuity and estimates of a solution to mixed fractional constant elasticity of variance system with stochastic volatility and the pricing of vulnerable options

9 Pricing options under stochastic volatility jump model: A stable adaptive scheme

10 Pricing of FX options in the MPT/CIR jump-diffusion model with approximative fractional stochastic volatility

11 Pricing Perpetual American Lookback Options Under Stochastic Volatility

12 Modelling the dynamics of Bitcoin and Litecoin: GARCH versus stochastic volatility models

13 Correction to: Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (Quantitative Finance, (2020), 20, 2, (291-310), 10.1080/14697688.2019.1655785)

14 a fast fourier transform technique for pricing european options with stochastic volatility and jump risk

15 lattice methods for pricing american strangles with two-dimensional stochastic volatility models

16 markov regime switching of stochastic volatility lévy model on approximation mode

17 Modeling the volatility of cryptocurrencies: An empirical application of stochastic volatility models