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Local volatility
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#	Item
51	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
52	PDF Document Add to Reading List Source URL: www3.imperial.ac.uk Language: English Options Financial system Financial risk Investment Implied volatility Volatility smile Local volatility Foreign-exchange option Volatility Financial economics Mathematical finance Finance
53	PDF Document Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2001-09-12 18:02:00 Options Investment Stochastic volatility Volatility Implied volatility Black–Scholes Financial risk Local volatility VIX Mathematical finance Financial economics Finance
54	Figure 1.5. Mature Financial Market Indicators Real interest rates are generally below long-term averages, as are price-earnings ratios in equity markets and corporate spreads. Volatility has generally remained low. Real Add to Reading List Source URL: www.imf.org Language: English - Date: 2007-04-17 16:24:19 Investment VIX Volatility Implied volatility P/E ratio Volatility smile Local volatility Mathematical finance Financial economics Finance
55	Peter J¨ackel∗ Hyperbolic local volatility First version: This version: Add to Reading List Source URL: www.awdz65.dsl.pipex.com Language: English - Date: 2009-03-14 14:09:30 Finance Implied volatility Financial system Mathematical finance Volatility Financial economics
56	Quanto Skew Peter J¨ackel∗ First version: 25th July 2009 This version: 19th April[removed]Abstract Add to Reading List Source URL: www.awdz65.dsl.pipex.com Language: English - Date: 2010-04-19 08:57:05 Finance Investment Implied volatility Volatility smile Quanto Volatility Stochastic volatility Local volatility Foreign-exchange option Financial economics Mathematical finance Options
57	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
58	Quanto Skew with stochastic volatility Peter J¨ackel∗ First version: This version: 29th March 2010 Add to Reading List Source URL: www.awdz65.dsl.pipex.com Language: English - Date: 2010-04-19 18:55:44 Finance Investment Volatility smile Implied volatility Quanto Volatility Stochastic volatility Local volatility Black–Scholes Financial economics Mathematical finance Options
59	Valuing American options in the presence of user-defined smiles and time-dependent volatility: scenario analysis, model stress and lower-bound pricing applications. Peter J¨ackel∗ Riccardo Rebonato† Add to Reading List Source URL: www.awdz65.dsl.pipex.com Language: English - Date: 2001-11-15 18:55:32 Finance Investment Volatility smile Volatility Implied volatility Local volatility Stochastic volatility Black–Scholes Moneyness Financial economics Mathematical finance Options
60	Stochastic Volatility Models: Past, Present and Future ∗ ¨ Peter Jackel Add to Reading List Source URL: www.awdz65.dsl.pipex.com Language: English - Date: 2009-03-14 14:09:01 Options Investment Technical analysis Stochastic volatility Volatility Interest rate derivative Volatility smile Local volatility Mathematical finance Financial economics Finance