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Heston model
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41	A singular Variance Gamma expansion Peter J¨ackel∗ First version: This version: 27th May 2009 Add to Reading List Source URL: www.awdz65.dsl.pipex.com Language: English - Date: 2009-06-04 09:04:42 Gamma distribution Symbol Heston model Estimation theory Implied volatility Statistical theory Statistical models Statistics Mathematical finance Mathematical sciences
42	Peter J¨ackel∗ and Christian Kahl† Hyp Hyp Hooray First version: This version: Add to Reading List Source URL: www.awdz65.dsl.pipex.com Language: English - Date: 2010-01-04 18:59:06 Finance Volatility Implied volatility Local volatility Stochastic volatility Stochastic differential equation Heston model Variance swap Log-normal distribution Mathematical finance Statistics Financial economics
43	Not-so-complex logarithms in the Heston model Christian Kahl∗ Peter J¨ackel† First version: Add to Reading List Source URL: www.awdz65.dsl.pipex.com Language: English - Date: 2009-06-03 08:14:27
44	SIMULATION OF SQUARE-ROOT PROCESSES ¨ LEIF B.G. ANDERSEN, PETER JACKEL, AND CHRISTIAN KAHL Abstract. We discuss methods for time-discretization and simulation of squareroot SDEs, both in isolation (CIR process) and as Add to Reading List Source URL: www.awdz65.dsl.pipex.com Language: English - Date: 2009-03-14 14:09:43 Heston model Normal distribution Stochastic differential equation Stochastic volatility CIR process Autoregressive conditional heteroskedasticity Volatility Martingale Statistics Stochastic processes Mathematical finance
45	Deadline[removed] CET Comments Template on CEIOPS-CP 69 Consultation Paper on the Draft L2 Advice on Design of the equity risk sub-module Add to Reading List Source URL: eiopa.europa.eu Language: English - Date: 2010-09-06 07:16:11 Volatility European Insurance and Occupational Pensions Authority Heston model Yield curve Economics Mathematical finance Financial economics Finance
46	Deadline[removed] CET Comments Template on CEIOPS-CP 69 Consultation Paper on the Draft L2 Advice on Design of the equity risk sub-module Add to Reading List Source URL: eiopa.europa.eu Language: English - Date: 2010-09-06 07:16:10 Investment Volatility Implied volatility Heston model European Insurance and Occupational Pensions Authority Mathematical finance Financial economics Finance
47	Comments Template on CEIOPS-CP 69 Consultation Paper on the Draft L2 Advice on Design of the equity risk sub-module Name of Company: Disclosure of comments: Add to Reading List Source URL: eiopa.europa.eu Language: English - Date: 2010-09-06 07:16:11 Finance Economics Technical analysis Volatility Implied volatility European Insurance and Occupational Pensions Authority Heston model Market risk Mathematical finance Financial economics Financial risk
48	Microsoft Word - RealVol Overlay on an S&P500 Portfolio(Final).docx Add to Reading List Source URL: www.volx.us Language: English - Date: 2013-02-26 07:17:14 Investment Volatility Implied volatility VIX Option Heston model Futures contract Volatility smile Variance swap Mathematical finance Financial economics Finance
49	Not-so-complex logarithms in the Heston model Christian Kahl∗ Peter J¨ackel† First version: Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:45:28
50	SIMULATION OF SQUARE-ROOT PROCESSES ¨ LEIF B.G. ANDERSEN, PETER JACKEL, AND CHRISTIAN KAHL Abstract. We discuss methods for time-discretization and simulation of squareroot SDEs, both in isolation (CIR process) and as Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:11:37 Heston model Normal distribution Stochastic differential equation Stochastic volatility CIR process Autoregressive conditional heteroskedasticity Volatility Martingale Statistics Stochastic processes Mathematical finance