Stochastic volatility - PDFSEARCH.IO - Document Search Engine

Stochastic volatility
Results: 470

#	Item
201	American Option Pricing Under Two Stochastic Volatility Processes Jonathan Ziveyi Joint work with Prof. Carl Chiarella School of Finance and Economics University of Technology, Sydney Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-18 18:46:44 Multivariable calculus Partial differential equation
202	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
203	Riding on the Smiles Martino Grasselli, University of Padova and ESILV 6th World Congress of the Bachelier Finance Society Toronto, June 22-26, 2010 Joint work with J. da Fonseca Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-21 10:35:02 Investment Stochastic volatility Volatility Implied volatility Option Volatility smile Mathematical finance Financial economics Finance
204	Motivation Model and Estimation Data Set Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-25 09:57:31 Stochastic volatility Volatility Heston model SVJ Autoregressive conditional heteroskedasticity Estimation theory Markov chain Normal distribution Mathematical finance Statistics Mathematical sciences
205	Super-hedging under uncertain volatility Quasi-Sure Stochastic Analysis Second Order Backward SDEs Quasi-Sure Analysis: from Model-Free Hedging to 2BSDE Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-23 17:40:28
206	An Equity-Interest Rate Hybrid Model with Stochastic Volatility and the Interest Rate Smile Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-18 18:46:28 Investment Heston model Volatility Hull–White model Stochastic volatility Implied volatility Black–Scholes Model theory Mathematical finance Financial economics Finance
207	Stochastic Calculus of Heston’s Stochastic–Volatility Model Floyd B. Hansona Department of Mathematics, Statistics, and Computer Science University of Illinois at Chicago Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-09 08:37:44 Stochastic volatility Geometric Brownian motion Volatility Heston model Stochastic calculus Wiener process Brownian motion Fokker–Planck equation Heston Statistics Stochastic processes Mathematical finance
208	Pricing Options on Realized Variance in L´evy Models Martin Keller-Ressel ETH Z¨ urich based on joint work with Johannes Muhle-Karbe Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-20 15:11:10 Mathematical sciences Data analysis Banking Variance swap Realized variance Variance Normal distribution Quadratic variation Volatility Statistics Mathematical finance Stochastic processes
209	Conditional Density Models for Asset Pricing Lane P. Hughston Department of Mathematics Imperial College London London SW7 2AZ, United Kingdom [removed] Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-23 17:13:36 Lane P. Hughston Option Stochastic volatility Futures contract Volatility Risk-neutral measure Fokker–Planck equation Mathematical finance Financial economics Finance
210	Modeling and Pricing of Variance Swaps for Local Stochastic Volatilities with Delay and Jumps∗ Anatoliy Swishchuk Department of Mathematics and Statistics University of Calgary Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-06 12:17:15 Financial economics Autoregressive conditional heteroskedasticity Stochastic volatility Volatility Brownian motion Variance swap Mathematical finance Statistics Finance

UPDATE