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Stochastic volatility
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51	CASE STUDY III EVALUATING MODEL RISK WITHIN THE BLACK–SCHOLES FRAMEWORK Limiting Model Risk by Add to Reading List Source URL: www.fam.tuwien.ac.at Language: English - Date: 2011-06-28 04:09:58 Mathematical finance Options Statistics Economy Applied mathematics Stochastic processes BlackScholes model Equations Stock market Volatility Normal distribution Brownian motion
52	MATHEMATISCHES FORSCHUNGSINSTITUT OBEFRWOLFACH T a g u n g s b e r i c h t Add to Reading List Source URL: www.fam.tuwien.ac.at Language: English - Date: 2003-06-14 17:14:35 Mathematical finance Applied mathematics Economy Finance BlackScholes model Implied volatility Stochastic volatility Risk-neutral measure Volatility Option Quantitative analyst Brownian motion
53	Microsoft PowerPoint - Copy (2) of Organgram.pptx Add to Reading List Source URL: www.msfinance.ch Language: English - Date: 2011-05-03 10:54:40 Mathematical finance Options Quantitative analyst BlackScholes model Stochastic volatility Volatility Valuation of options Volatility smile Certificate in Quantitative Finance
54	Microsoft Word - draft of NOV18docx.docx Add to Reading List Source URL: www.q-group.org Language: English - Date: 2016-03-25 20:51:52 Mathematical finance Options Applied mathematics Finance Money Volatility smile VIX Implied volatility Volatility BlackScholes model Stochastic volatility Moneyness
55	The Heston Stochastic-Local Volatility Model: Efficient Monte Carlo Simulation Anthonie W. van der Stoepb,c∗ Lech A. Grzelakb,c Cornelis W. Oosterleea,c Add to Reading List Source URL: ta.twi.tudelft.nl Language: English - Date: 2013-06-12 07:19:32
56	Fast exponential time integration for pricing options in stochastic volatility jump diﬀusion models Hong-Kui Pang∗ Hai-Wei Sun† Add to Reading List Source URL: www.cis.umac.mo Language: English - Date: 2013-10-06 01:52:18
57	C:rsceDataalpc4d27c6_5475_4d0d_a564_73a307c1e316.ps Add to Reading List Source URL: my.unil.ch Language: English Mathematical finance Economy Business Options Applied mathematics Technical analysis Volatility Stochastic volatility Heston model Newsvendor model Volatility smile Implied volatility
58	Heston Stochastic Local Volatility Model Klaus Spanderen1 R/Finance 2016 University of Illinois, Chicago May 20-21, 2016 Add to Reading List Source URL: www.rinfinance.com Language: English - Date: 2016-05-23 15:04:44
59	Examining Macroeconomic Models through the Lens of Asset Pricing∗ Jaroslav Boroviˇcka Lars Peter Hansen Add to Reading List Source URL: borovicka.org Language: English - Date: 2015-05-14 19:51:10 Mathematical finance Economy Academia Economics Stochastic discount factor Price elasticity of demand Economic model Shock Stochastic volatility Lars Peter Hansen Volatility
60	Asset Pricing Instructor: Fabio Trojani Material: • Lecture notes Additional references: [1] Cochrane, J. 2001, Asset Pricing, Princeton University Press. Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2014-07-25 09:24:48 Economy Mathematical finance Finance Money Financial economics Stochastic discount factor Stochastic volatility Valuation Economic model Financial econometrics Certificate in Quantitative Finance

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