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Stochastic volatility
Results: 470

#	Item
441	Real Options Volatility Estimation with Correlated Inputs Barry R. Cobb* Add to Reading List Source URL: www.vmi.edu Language: English - Date: 2011-05-17 16:53:12 Finance Investment Volatility Implied volatility Black–Scholes Real options valuation Stochastic volatility VIX Mathematical finance Financial economics Options
442	HOW CLOSE ARE THE OPTION PRICING FORMULAS OF BACHELIER AND BLACK-MERTON-SCHOLES? WALTER SCHACHERMAYER AND JOSEF TEICHMANN Add to Reading List Source URL: www.mat.univie.ac.at Language: English - Date: 2005-01-11 13:31:01 Options Investment Stochastic processes Equations Black–Scholes Normal distribution Implied volatility Hull–White model Volatility Financial economics Mathematical finance Finance
443	The Journal of Computational Finance (49–61) Volume 13/Number 1, Fall 2009 Add to Reading List Source URL: www.math.nyu.edu Language: English - Date: 2009-10-15 20:57:01 Mathematical finance Poisson processes Equations Stochastic processes Exponentials Normal distribution Black–Scholes Volatility Exponential distribution Statistics Mathematical analysis Probability and statistics
444	Journal of Banking & Finance[removed]–2980 www.elsevier.com/locate/econbase Add to Reading List Source URL: www.carolalexander.org Language: English - Date: 2009-12-05 08:15:55 Finance Investment Volatility smile Local volatility Stochastic volatility Volatility Implied volatility Black–Scholes Foreign-exchange option Financial economics Mathematical finance Options
445	Imperial College of Science, Technology and Medicine Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2009-10-31 06:28:38 Probability and statistics Normal distribution Brownian motion Black–Scholes Characteristic function Moment-generating function Variance gamma process Volatility Compound Poisson process Statistics Stochastic processes Probability theory
446	HOW CLOSE ARE THE OPTION PRICING FORMULAS OF BACHELIER AND BLACK-MERTON-SCHOLES? WALTER SCHACHERMAYER AND JOSEF TEICHMANN Add to Reading List Source URL: www.mat.univie.ac.at Language: English - Date: 2005-01-11 13:31:01 Options Investment Stochastic processes Equations Black–Scholes Normal distribution Implied volatility Hull–White model Volatility Financial economics Mathematical finance Finance
447	Estimating the Fractal Dimension of the S&P 500 Index using Wavelet Analysis Erhan Bayraktar Add to Reading List Source URL: www.princeton.edu Language: English - Date: 2003-12-22 16:14:29 Long-range dependency Normal distribution Hurst exponent Brownian motion Stochastic volatility Wavelet Random walk Black–Scholes Time series Statistics Stochastic processes Fractional Brownian motion
448	An introduction to financial econometrics Jianqing Fan Department of Operation Research and Financial Engineering Add to Reading List Source URL: orfe.princeton.edu Language: English - Date: 2006-05-02 18:28:08 Implied volatility Black–Scholes Option Capital asset pricing model Volatility smile Volatility Stochastic volatility Quantitative analyst Valuation of options Mathematical finance Financial economics Finance
449	Evaluation of compound options using perturbation approximation Jean-Pierre Fouque∗ and Chuan-Hsiang Han† Add to Reading List Source URL: www.pstat.ucsb.edu Language: English - Date: 2006-01-18 14:57:12 Finance Investment Volatility Implied volatility Black–Scholes Stochastic volatility Mathematical finance Financial economics Options
450 $Markov models / Fractals / M-estimators / Stochastic volatility / Markov chain / Volatility / Autoregressive conditional heteroskedasticity / Markov switching multifractal / Maximum likelihood / Statistics / Mathematical finance / Estimation theory$	Regime-Switching and the Estimation of Multifractal Processes∗ Laurent Calvet Add to Reading List Source URL: www.cirano.qc.ca Language: English - Date: 2007-02-14 15:26:47 Markov models Fractals M-estimators Stochastic volatility Markov chain Volatility Autoregressive conditional heteroskedasticity Markov switching multifractal Maximum likelihood Statistics Mathematical finance Estimation theory

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