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Stochastic volatility
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#	Item
191	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
192	Minimizing Probability of Lifetime Ruin Under Stochastic Volatility Xueying Hu University of Michigan BFS2010, Toronto, June 25 Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-21 11:39:52 Options Finance Stochastic processes Volatility smile Stochastic volatility Volatility Black–Scholes Markov chain Geometric Brownian motion Mathematical finance Financial economics Statistics
193	The Evaluation of Barrier Option Prices Under Stochastic Volatility Carl Chiarella†, Boda Kang† and Gunter H. Meyer? † School of Finance and Economics Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-24 21:31:32 Barrier option Option Call option Options Financial economics Finance
194	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
195	An Improved Procedure for VaR/CVaR Estimation under Stochastic Volatility Models Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-22 16:25:31 Analysis Fourier analysis Fourier transform Fourier series Volatility Series Normal distribution Mathematical analysis Joseph Fourier Integral transforms
196	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
197	Asymptotic Analysis for Stochastic Volatility: Edgeworth expansion Masaaki Fukasawa (Osaka University) 1 Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-19 15:37:57 Stochastic processes Edgeworth series Statistical theory Black–Scholes Dimensional analysis Statistics Equations Financial economics
198	Microsoft Word - Byelkina Levin - Extended Multi-factor Affine Heston Model - BFS 2010.doc Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-22 13:20:46 Economics Stochastic volatility Heston model Hull–White model Volatility Implied volatility Heston Variance swap VIX Mathematical finance Financial economics Finance
199	Multiscale Stochastic Volatility Models Jean-Pierre Fouque University of California Santa Barbara 6th World Congress of the Bachelier Finance Society Toronto, June 25, 2010 Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-18 18:38:45 Mathematical finance Implied volatility Volatility
200	Positive Stochastic Volatility Simulation Simon J.A. Malham & Anke Wiese Heriot–Watt University, Edinburgh Bachelier Finance Society 6th World Congress Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-20 12:09:01 Normal distribution Markov chain Volatility Chi-squared distribution Statistics Probability and statistics Probability

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