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| First Page | Document Content | |
|---|---|---|
 Economics Volatility Stochastic volatility Rational pricing VIX Variance swap Valuation of options Risk-neutral measure Financial risk Mathematical finance Financial economics Finance |
| Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans∗ Martin Richter Carsten SørensenDocID: 1s2R7 - View Document |
| Using MCMC and particle filters to forecast stochastic volatility and jumps in financial time series Ing. Milan FičuraDocID: 1s1Py - View Document |
| Measuring Price-Level Uncertainty and Instability in the U.S., ∗ Timothy Cogley†and Thomas J. Sargent‡ August 4, 2014 AbstractDocID: 1rtJZ - View Document |
| Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic UncertaintyDocID: 1rfOt - View Document |
| Microsoft Word - EBVM13docxDocID: 1raO6 - View Document |