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Heston model
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#	Item
31	Sample Path Large Deviations and Optimal Importance Sampling for Stochastic Volatility Models Scott Robertson Carnegie Mellon University [removed] Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-19 13:08:18 Options Finance Stochastic processes Stochastic volatility Heston model Importance sampling Black–Scholes Volatility Monte Carlo method Mathematical finance Financial economics Statistics
32	Pricing and Hedging Exotic Options in Stochastic Volatility Models Zhanyu Chen Supervised by Prof. Thorsten Rheinl¨ander, Dr. Angelos Dassios The London School of Economics and Political Science Add to Reading List Source URL: etheses.lse.ac.uk Language: English - Date: 2014-03-18 08:31:34 Finance Investment Black–Scholes Stochastic volatility Heston model Volatility Barrier option Exotic option Timer Call Mathematical finance Financial economics Options
33	Pricing of Options Exposed to Cross-Currency Rates Sebastian Jaimungal University of Toronto Dmitri H. Rubisov Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-21 10:43:06 Investment Stochastic volatility Heston model Implied volatility Volatility smile Volatility Option Black–Karasinski model Local volatility Mathematical finance Financial economics Finance
34	C:rsceDataalpc4d27c6_5475_4d0d_a564_73a307c1e316.ps Add to Reading List Source URL: acetool.commerce.gov Language: English - Date: 2014-09-29 12:02:21 Options Finance Stochastic processes Volatility Stochastic volatility Heston model Black–Scholes Geometric Brownian motion Supply and demand Mathematical finance Financial economics Economics
35	Calibration of the Volatility Surface Erik Nilsson [removed[removed]June 12, 2008 Add to Reading List Source URL: www.algorithmica.se Language: English - Date: 2008-06-30 03:46:20 Finance Investment Stochastic processes Implied volatility Stochastic volatility Volatility Heston model Local volatility Black–Scholes Mathematical finance Financial economics Options
36	Non linear filtering and optimal investment under partial information for stochastic volatility models Dalia Ibrahim; Frédéric Abergel∗; July 6, 2014 hal[removed], version[removed]Jul 2014 Add to Reading List Source URL: hal.archives-ouvertes.fr Language: English - Date: 2014-07-07 02:50:00 Filtering problem Brownian motion Black–Scholes Wiener process Heston model Girsanov theorem Malliavin calculus Martingale Kalman filter Statistics Stochastic processes Stochastic differential equation
37	Managing Volatility Risk Innovation of Financial Derivatives, Stochastic Models and Their Analytical Implementation Chenxu Li Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2013-01-26 16:47:24 Finance Investment Timer Call VIX Black–Scholes Volatility Heston model Valuation of options Stochastic volatility Mathematical finance Financial economics Options
38	PDF Document Add to Reading List Source URL: media.wiley.com Language: English - Date: 2013-09-01 13:13:06 Financial economics Mathematical sciences Black–Scholes Heston model Stochastic volatility Partial differential equation Volatility Normal distribution Feynman–Kac formula Statistics Mathematical finance Stochastic processes
39	PDF Document Add to Reading List Source URL: www3.imperial.ac.uk Language: English Investment Local volatility Heston model Volatility Option Stochastic volatility Risk-neutral measure Futures contract Jump process Mathematical finance Financial economics Finance
40	PDF Document Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2003-08-26 09:45:31 Statistics Volatility Implied volatility Stochastic volatility Heston model Autoregressive conditional heteroskedasticity Financial risk Volatility smile VIX Mathematical finance Financial economics Finance