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Local volatility
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21	Workshop on estimating and interpreting probability density functions 14 June 1999 Background note P H Kevin Chang and William R Melick Starting in the late 1980s, financial and economic researchers became increasingly Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:16:57 Finance Investment Implied volatility Black–Scholes Local volatility Stochastic volatility Volatility Foreign-exchange option Hedge Financial economics Mathematical finance Options
22	TESTING TECHNIQUES FOR ESTIMATING IMPLIED RNDS FROM THE PRICES OF EUROPEAN-STYLE OPTIONS Abstract: This paper examines two approaches to estimating implied risk-neutral probability density functions from the prices of Eu Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:16:57 Options Investment Stochastic volatility Volatility smile Implied volatility Volatility Heston model Black–Scholes Local volatility Mathematical finance Financial economics Finance
23	Financial Market Volatility Add to Reading List Source URL: www.rba.gov.au Language: English - Date: 2014-08-07 18:05:47 Economics Volatility Financial risk Leverage Volatility smile Local volatility Mathematical finance Financial economics Finance
24	Box A: Volatility in Global Financial Markets Volatility in financial markets declined over the five years to mid 2007, before rising as problems in the US sub-prime market began to mount (Graph A1).1 For much of the fol Add to Reading List Source URL: www.rba.gov.au Language: English - Date: 2009-08-09 20:34:58 Volatility Economics Local volatility VIX Mathematical finance Finance Financial economics
25	Introduction Stochastic Volatility CEV Numerical Implementation Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-25 08:40:48 Finance Investment Stochastic volatility Constant elasticity of variance model Local volatility Volatility Implied volatility Black–Scholes Volatility smile Mathematical finance Financial economics Options
26	A Delay Financial Model with Stochastic Volatility; Martingale Method Jeong-Hoon Kim1 and Min-Ku Lee2 1,2 Department of Mathematics, Yonsei University, Seoul[removed], Korea Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-20 11:46:30 Financial economics Probability theory Options Girsanov theorem Black–Scholes Stochastic volatility Martingale Yonsei University Local volatility Statistics Stochastic processes Mathematical finance
27	A Convex-Regularization Framework for Local-Volatility Calibration in Derivative Markets Jorge P. Zubelli IMPA Joint work with A. De Cezaro (FURG,Brazil) Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-21 10:57:40 Quantum field theory Mathematics Analysis Regularization Local volatility Volatility Well-posed problem Calibration Mathematical finance Mathematical analysis Inverse problems
28	Local Volatility Pricing Models for Long-Dated FX Derivatives G. Deelstra, G. Rayee Universit´ e Libre de Bruxelles [removed] Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-20 11:40:29 Statistics Stochastic volatility Local volatility Heston model Volatility Hull–White model Implied volatility Foreign-exchange option Option Mathematical finance Financial economics Finance
29	Introduction One expansion, Two approaches Numerical tests Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-26 11:01:16 Statistics Volatility Black–Scholes Implied volatility Local volatility Mathematical finance Financial economics Finance
30	Tangent L´evy Models Sergey Nadtochiy (joint work with Ren´e Carmona) Oxford-Man Institute of Quantitative Finance University of Oxford Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-19 08:43:27 Local volatility Stochastic volatility Option Volatility Hull–White model Quantitative analyst Implied volatility Economic model Mathematical finance Financial economics Finance

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