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Stochastic volatility
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231	Default intensities implied by CDO spreads: inversion formula and model calibration Yu Hang KAN Joint work with Rama CONT and Romain DEGUEST IEOR Department Columbia University - New York Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-01 10:11:40 Options Stochastic volatility Point process Markov processes Statistics Stochastic processes Mathematical finance
232	arXiv:cond-mat/9905305v1 [cond-mat.stat-mech] 20 May[removed]Scaling of the distribution of fluctuations of financial market indices Parameswaran Gopikrishnan1 , Vasiliki Plerou1,2 , Lu´ıs A. Nunes Amaral1 , Martin Meyer Add to Reading List Source URL: arxiv.org Language: English - Date: 2008-02-01 04:54:26 Probability theory Mathematical finance Stochastic processes Statistical models Generalized functions Normal distribution Stable distribution Volatility Central limit theorem Mathematical analysis Statistics Probability and statistics
233	VOLATILITY STUDIES OF THE S&P 500 INDEX YANHUI LIU Center for Polymer Studies and Department of Physics Boston University, Boston, MA 02215, USA Add to Reading List Source URL: www.phy.bme.hu Language: English - Date: 2003-06-03 15:55:09 Time series analysis Covariance and correlation Detrended fluctuation analysis Volatility Correlation function G factor Time series Black–Scholes Power law Statistics Mathematical finance Stochastic processes
234	PHYSICAL REVIEW E 76, 016109 共2007兲 Relation between volatility correlations in financial markets and Omori processes occurring on all scales Philipp Weber,1,2 Fengzhong Wang,1 Irena Vodenska-Chitkushev,1 Shlomo Hav Add to Reading List Source URL: polymer.bu.edu Language: English - Date: 2007-07-26 10:56:22 Mathematical finance Technical analysis Volatility Baselines of the Chinese territorial sea Detrended fluctuation analysis Autocorrelation Democratic Republic of the Congo Statistics Time series analysis Stochastic processes
235	Valuing a gas-fired power plant: A comparison of ordinary linear models, regime-switching approaches, and models with stochastic volatility Add to Reading List Source URL: eetd.lbl.gov Language: English - Date: 2014-12-11 20:16:49 Stochastic volatility Ornstein–Uhlenbeck process Geometric Brownian motion Volatility Brownian motion Stochastic differential equation Time series Autoregressive conditional heteroskedasticity Statistics Stochastic processes Mathematical finance
236	A Consistent Pricing Model for Index Options and Volatility Derivatives Workshop on Financial Derivatives and Risk Management Thomas Kokholm Finance Research Group Department of Business Studies Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-01 10:47:59 Investment VIX Variance swap Implied volatility Volatility Stochastic volatility Derivative Option Conditional variance swap Mathematical finance Financial economics Finance
237	Perturbation Methods in Default Modeling Jean-Pierre Fouque University of California Santa Barbara Seminar Series on Quantitative Finance The Fields Institute Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2006-04-28 17:17:33 Finance Volatility Stochastic volatility Hull–White model Mathematical finance Financial economics Statistics
238	OPEN PIT MINE SCHEDULING UNDER UNCERTAINTY: A ROBUST APPROACH Daniel Espinoza, Assistant Professor, Department of Industrial Engineering, Universidad de Chile, Santiago, Chile, [removed], [removed]. Marcos Goy Add to Reading List Source URL: mgoycool.uai.cl Language: English - Date: 2014-05-16 11:34:06 Operations research Mathematical finance Stochastic processes Mathematical optimization Stochastic differential equation Robust optimization PlayStation Portable Volatility Economic model Statistics Mathematical sciences Mathematics
239	Introduction Historical development Variance curve models Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2008-03-10 09:02:23 Mathematical sciences VIX Volatility Stochastic volatility Log-normal distribution Quantitative analyst Implied volatility Mathematical finance Finance Financial economics
240	DSGE Models of High Exchange-Rate Volatility and Low Pass-Through Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2008-09-30 13:28:37 International economics Mathematical finance Economic theories Dynamic stochastic general equilibrium Volatility Monetary policy Exchange rate General equilibrium theory Real rigidity Economics Macroeconomics New Keynesian economics

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