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Stochastic volatility
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451	PRICING INFLATION-INDEXED OPTIONS WITH STOCHASTIC VOLATILITY FABIO MERCURIO AND NICOLA MORENI Add to Reading List Source URL: www.fabiomercurio.it Language: English - Date: 2005-11-22 10:42:20 Statistics Stochastic volatility Interest rate cap and floor Black–Scholes Heath–Jarrow–Morton framework Fabio Mercurio Forward measure LIBOR market model Hull–White model Mathematical finance Financial economics Finance
452	PDF Document Add to Reading List Source URL: www.nber.org Language: English - Date: 2009-01-06 13:51:12 Mathematical finance National accounts Business cycle Welfare economics Volatility Gross domestic product Great Moderation Economic growth Stochastic volatility Macroeconomics Statistics Economics
453	PDF Document Add to Reading List Source URL: www.math.nyu.edu Language: English - Date: 2002-08-30 08:31:29 Options Variance gamma process Black–Scholes Normal distribution Stochastic volatility Implied volatility Geometric Brownian motion Wiener process Gamma distribution Statistics Stochastic processes Mathematical finance
454	PDF Document Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2002-11-25 08:03:00 Finance Investment Implied volatility Stochastic volatility Local volatility Volatility Foreign-exchange option Black–Scholes Interest rate cap and floor Financial economics Mathematical finance Options
455	PDF Document Add to Reading List Source URL: www.nber.org Language: English - Date: 2004-09-09 12:32:41 Volatility Balassa–Samuelson effect Overshooting model Purchasing power parity Exchange rate Gross domestic product Fixed exchange-rate system Real exchange-rate puzzles Stochastic volatility Economics Mathematical finance International economics
456	PDF Document Add to Reading List Source URL: www.mth.kcl.ac.uk Language: English - Date: 2005-03-05 10:13:27 Economics Stochastic volatility Black–Scholes Arbitrage Forward contract Derivative Implied volatility Quantitative analyst Volatility Financial economics Mathematical finance Finance
457	PDF Document Add to Reading List Source URL: www.hkma.gov.hk Language: English - Date: 2011-09-12 06:49:44 Econometrics Technical analysis Volatility Phillips curve Inflation Economy of Hong Kong Symbol Dynamic stochastic general equilibrium Monetary policy Economics Macroeconomics Mathematical finance
458	PDF Document Add to Reading List Source URL: www.risk.net Language: English - Date: 2007-07-09 13:41:36 Finance Investment Black–Scholes Volatility smile Implied volatility Stochastic volatility Trinomial tree Volatility Forward contract Financial economics Mathematical finance Options
459	PDF Document Add to Reading List Source URL: www.javaquant.net Language: English - Date: 2007-05-18 21:45:08 Finance Investment Stochastic volatility Black–Scholes Implied volatility Volatility Valuation of options Foreign-exchange option Bond option Mathematical finance Financial economics Options
460	PDF Document Add to Reading List Source URL: www.damianobrigo.it Language: English - Date: 2002-11-28 13:38:01 Finance Options Stochastic processes Damiano Brigo Local volatility Equations Fabio Mercurio Volatility smile Volatility Mathematical finance Financial economics Statistics

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