Stochastic volatility

Results: 470



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461Finance / Investment / Implied volatility / Volatility smile / Volatility / Stochastic volatility / Black–Scholes / Fat-tailed distribution / Valuation of options / Mathematical finance / Financial economics / Options

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Source URL: www.bostonfed.org

Language: English - Date: 2001-09-29 01:00:00
462Finance / Heath–Jarrow–Morton framework / Black–Scholes / Volatility / Stochastic volatility / Yield curve / Normal distribution / Binomial options pricing model / Wiener process / Mathematical finance / Financial economics / Statistics

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Source URL: www.bus.lsu.edu

Language: English - Date: 2008-08-19 17:29:00
463Martingale theory / Differential equations / Options / Stochastic volatility / Volatility / Forward price / Economic model / Stochastic differential equation / Ornstein–Uhlenbeck process / Statistics / Stochastic processes / Mathematical finance

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Source URL: pure.au.dk

Language: English - Date: 2010-08-23 03:07:56
464Statistics / Risk-neutral measure / Black–Scholes / Ambiguity aversion / Risk / Model risk / Uncertainty / Stochastic volatility / Derivative / Mathematical finance / Financial economics / Finance

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Source URL: proba.jussieu.fr

Language: English - Date: 2010-06-16 05:05:14
465Options / Scientific modeling / Process management / Sensitivity analysis / Variance / Normal distribution / Stochastic volatility / Morris method / Volatility / Statistics / Mathematical finance / Data analysis

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Source URL: library.lanl.gov

Language: English - Date: 2005-03-31 10:16:25
466Brownian motion / Stochastic volatility / Black–Scholes / Wiener process / Gaussian process / Semimartingale / Volatility / Detrended fluctuation analysis / Statistics / Stochastic processes / Fractional Brownian motion

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Source URL: economicsnetwork.ac.uk

Language: English - Date: 2009-08-18 06:39:36
467Options / Investment / Variance swap / Implied volatility / Volatility / VIX / Local volatility / Stochastic volatility / Black–Scholes / Financial economics / Mathematical finance / Finance

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Source URL: www.math.nyu.edu

Language: English - Date: 2002-04-24 14:27:13
468Finance / Investment / Financial ratios / Implied volatility / Volatility smile / Volatility / Stochastic volatility / Greeks / Beta / Mathematical finance / Financial economics / Options

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Source URL: www.lesniewski.us

Language: English - Date: 2008-04-21 00:19:40
469Investment / Volatility / Implied volatility / Black–Scholes / News analytics / Financial risk / Volatility smile / Stochastic volatility / Mathematical finance / Financial economics / Finance

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Source URL: www.northinfo.com

Language: English - Date: 2008-12-09 00:00:00
470Options / Investment / Black–Scholes / Volatility / Risk-neutral measure / Quantitative analyst / Derivative / Stochastic volatility / Arbitrage / Financial economics / Mathematical finance / Finance

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Source URL: www.ericbenhamou.net

Language: English - Date: 2005-07-31 06:26:09
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