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Stochastic volatility
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121	Policy Iteration for Learning an Exercise Policy for American Options Yuxi Li, Dale Schuurmans Department of Computing Science, University of Alberta Abstract. Options are important financial instruments, whose prices Add to Reading List Source URL: webdocs.cs.ualberta.ca Language: English - Date: 2008-09-08 12:22:02 Economics Autoregressive conditional heteroskedasticity Stochastic volatility Asian option TVR Reinforcement learning Normal distribution LSm Economic model Options Financial economics Statistics
122	FOURIER TRANSFORMS, OPTION PRICING AND CONTROLS MARK JOSHI AND CHAO YANG Abstract. We incorporate a simple and effective control-variate into Fourier inversion formulas for vanilla option prices. The control-variate used Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:14:54 Options Finance Stochastic processes Fourier analysis Heston model Black–Scholes Fourier transform Implied volatility Stochastic volatility Mathematical finance Mathematical analysis Financial economics
123	Fiscal Volatility Shocks and Economic Activity Jes´ us Fern´andez-Villaverde, Pablo Guerr´on-Quintana, Keith Kuester, and Juan Rubio-Ram´ırez∗ November 27, 2013 Add to Reading List Source URL: economics.sas.upenn.edu Language: English - Date: 2013-11-28 14:23:36 Economics Economic theories Technical analysis Volatility Fiscal policy Financial economics Keynesian economics Stochastic volatility Tax Public finance Mathematical finance Finance
124	Working paper No. 5 NovemberAgricultural Commodity Price Volatility and Its Add to Reading List Source URL: www.fp7-ulysses.eu Language: English - Date: 2013-11-13 03:51:01 Econometrics Time series analysis Financial economics Options Stochastic volatility Autoregressive conditional heteroskedasticity Volatility Mixed data sampling Beta Mathematical finance Statistics Economics
125	Microsoft Word - UlyssesWP1_final_bb Add to Reading List Source URL: www.fp7-ulysses.eu Language: English - Date: 2013-04-30 14:30:40 Investment Volatility Stochastic volatility Implied volatility Option Volatility smile Local volatility Mathematical finance Financial economics Finance
126	WSC' 03 Sample Paper Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 22:02:49 Economics Technical analysis Financial economics Autoregressive conditional heteroskedasticity Time series analysis Options Stochastic volatility Volatility clustering Volatility Statistics Econometrics Mathematical finance
127	Joint Statistics Seminar The Hong Kong University of Science and Technology Organized by Department of Information Systems, Business Statistics and Operations Management and Add to Reading List Source URL: www.bm.ust.hk Language: English - Date: 2013-12-04 02:12:33 Options Statistics Technical analysis Volatility Stochastic volatility Black–Scholes Autoregressive conditional heteroskedasticity Time series Robert F. Engle Mathematical finance Financial economics Economics
128	STOCHASTIC VOLATILITY AND OPTION PRICING Daniel Dufresne Centre for Actuarial Studies University of Melbourne NovemberTo appear in “Risks and Rewards”, the Society of Actuaries’ Investment Section Newsletter Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:19:34 Statistics Finance Stochastic processes Volatility Stochastic volatility Black–Scholes Stochastic differential equation Brownian motion Valuation of options Mathematical finance Financial economics Options
129	Stochastic Discount Factor Models and the Equity Premium Puzzle Christopher Otrok University of Virginia B. Ravikumar University of Iowa Add to Reading List Source URL: web.missouri.edu Language: English - Date: 2002-12-05 14:28:24 Economics Equity premium puzzle Volatility Elasticity of intertemporal substitution Mathematical finance Financial economics Finance
130	The Economic Society of Australia Inc. Proceedings of the 37th Australian Add to Reading List Source URL: www.ace08.com.au Language: English - Date: 2008-10-28 06:40:46 Time series analysis Econometrics Autoregressive conditional heteroskedasticity Covariance and correlation Time series Volatility Correlation and dependence Variance Stochastic volatility Statistics Mathematical finance Technical analysis

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