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Stochastic volatility
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211	Discrete time hedging Ingredients Results Heston model Discrete Dynamic Strategies in Affine Models Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-20 13:17:49 Differential geometry Affine geometry Connection Mathematical finance Options Stochastic volatility
212	Sample Path Large Deviations and Optimal Importance Sampling for Stochastic Volatility Models Scott Robertson Carnegie Mellon University [removed] Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-19 13:08:18 Options Finance Stochastic processes Stochastic volatility Heston model Importance sampling Black–Scholes Volatility Monte Carlo method Mathematical finance Financial economics Statistics
213	Problem Formulation SEV Option Price under SEV model Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-25 07:10:44 Finance Statistics Stochastic processes Constant elasticity of variance model Black–Scholes Implied volatility Volatility Brownian motion Mathematical finance Financial economics Options
214	Overprized options on variance swaps in local vol models Mathias Beiglb¨ock, joint with Peter Friz and Stephan Sturm Universit¨ at Wien June 2010 Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-17 12:19:04 Volatility Law Martingale Statistics Stochastic processes Local volatility
215	A Consistent Pricing Model for Index Options and Volatility Derivatives 6th World Congress of the Bachelier Society Thomas Kokholm Finance Research Group Department of Business Studies Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-21 15:20:34 Investment VIX Variance swap Implied volatility Volatility Stochastic volatility Derivative Volatility swap Conditional variance swap Mathematical finance Finance Financial economics
216	Variation Swaps on Time-Changed L´ evy Processes Bachelier Congress 2010 June 24 Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-24 14:43:28 Investment Variance swap Stochastic volatility Volatility Realized variance Futures contract Variance Quadratic variation VIX Mathematical finance Finance Financial economics
217	Calibrating affine stochastic volatility models with jumps - An asymptotic approach Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-21 11:05:11 Mathematical sciences Volatility Stochastic volatility Quantitative analyst Stochastic Financial market Mathematical finance Finance Financial economics
218	Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk Add to Reading List Source URL: www.econstor.eu Language: English - Date: 2014-09-08 10:22:52 Economics Volatility Capital asset pricing model Stochastic volatility Eric Ghysels Valuation of options Black–Scholes Option Skewness risk Mathematical finance Financial economics Finance
219	Pricing and Hedging Exotic Options in Stochastic Volatility Models Zhanyu Chen Supervised by Prof. Thorsten Rheinl¨ander, Dr. Angelos Dassios The London School of Economics and Political Science Add to Reading List Source URL: etheses.lse.ac.uk Language: English - Date: 2014-03-18 08:31:34 Finance Investment Black–Scholes Stochastic volatility Heston model Volatility Barrier option Exotic option Timer Call Mathematical finance Financial economics Options
220	Volatility Clustering in Financial Markets: Empirical Facts and Agent–Based Models Rama Cont Centre de Math´ematiques appliqu´ees, Ecole Polytechnique F[removed]Palaiseau, France [removed] To appear i Add to Reading List Source URL: www.proba.jussieu.fr Language: English - Date: 2010-06-16 05:05:12 Financial economics Mathematical sciences Technical analysis Options Fractals Volatility clustering Stochastic volatility Volatility Hurst exponent Statistics Mathematical finance Time series analysis

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