Local volatility

Results: 96



#Item
11Mathematical finance / Financial risk / Martingale / Local martingale / Itō calculus / Wiener process / Random variable / Superhedging price / Stopping time / Statistics / Stochastic processes / Martingale theory

Superhedging and Dynamic Risk Measures under Volatility Uncertainty Marcel Nutz ∗

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Source URL: www.math.columbia.edu

Language: English - Date: 2012-06-19 13:31:57
12Statistics / Stochastic volatility / Volatility / Autoregressive conditional heteroskedasticity / Local volatility / Volatility smile / Mathematical finance / Financial economics / Finance

Semiparametric Regression Analysis of Longitudinal Data

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Source URL: www.bm.ust.hk

Language: English - Date: 2006-05-18 21:59:07
13Statistics / Stochastic volatility / Volatility / Autoregressive conditional heteroskedasticity / Local volatility / Volatility smile / Mathematical finance / Financial economics / Finance

Hong Kong University of Science and Technology

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Source URL: www.bm.ust.hk

Language: English - Date: 2009-02-03 23:13:22
14Finance / Actuarial science / Applied mathematics / Local volatility / Computational finance / Courant Institute of Mathematical Sciences / Implied volatility / Quantitative analyst / Year of birth missing / Mathematical finance / Mathematical sciences / Financial economics

M ATTHEW L ORIG Department of Applied Mathematics, University of Washington Lewis Hall, #202, BoxSeattle, WAE-mail:

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Source URL: mattlorig.yolasite.com

Language: English - Date: 2014-06-10 10:11:46
15Investment / Volatility / Stochastic volatility / Implied volatility / Option / Volatility smile / Local volatility / Mathematical finance / Financial economics / Finance

Microsoft Word - UlyssesWP1_final_bb

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Source URL: www.fp7-ulysses.eu

Language: English - Date: 2013-04-30 14:30:40
16Bioinformatics / Technical analysis / Mathematical finance / Markov chain / Volatility / Hidden Markov model / Continuous function / Forecasting / Autoregressive conditional heteroskedasticity / Statistics / Markov models / Time series analysis

Analyzing the sign of financial local trends via Hidden Markov Models Manuele Bicego, Enrico Grosso and Edoardo Otranto The problem of forecasting financial time series has received great attention in the past. In this p

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Source URL: profs.sci.univr.it

Language: English - Date: 2011-10-29 18:01:37
17Economics / Volatility / Implied volatility / Bond market / Autoregressive conditional heteroskedasticity / Volatility smile / Local volatility / Mathematical finance / Financial economics / Finance

150 years of financial market volatility - BIS Quarterly Review, part 7, September 2006

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Source URL: www.bis.org

Language: English - Date: 2006-09-10 18:00:00
18Finance / Investment / Volatility smile / Volatility / Implied volatility / Black–Scholes / Stochastic volatility / Autoregressive conditional heteroskedasticity / Local volatility / Mathematical finance / Financial economics / Options

Option Valuation under Stochastic Volatility With Mathematica Code Copyright µ 2000 by Alan L. Lewis All rights reserved. Except for the quotation of short passages for the purposes of criticism and review, no part of t

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Source URL: www.optioncity.net

Language: English - Date: 2003-05-23 12:16:18
19Economy of the United States / Technical analysis / Volatility / Financial market / Late-2000s financial crisis / Economic history / Economics / Mathematical finance

MARKET UPDATE The first quarter of the New Financial Year has again seen instability throughout local and international markets as uncertainty and a lack of investor confidence continue to impede both the domestic and in

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Source URL: www.bellpartners.com

Language: English
20Brighton Bypass / Geography of Oceania / Bridgewater High School / Old Beach /  Tasmania / Brighton / Hobart / Geography of Australia / Bridgewater / Aboriginal Tasmanians / Brighton Council / Gagebrook /  Tasmania / Tasmania

VOL 12 NO 8 DECEMBERRates report slammed BRIGHTON Council has slammed the Access Economics report into Tasmania’s local government rating system saying it fails to address rates volatility and

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Source URL: www.brightoncommunitynews.com.au

Language: English - Date: 2010-12-17 00:20:40
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