An Alternative Stochastic Volatility Model

2016 ◽  
pp. 1029-1036
Author(s):  
Youssef El-Khatib ◽  
Abdulnasser Hatemi-J
Keyword(s):  
Stochastic Volatility ◽  
Stochastic Volatility Model ◽  
Volatility Model

FUZZY UNCERTAINTY IN THE HESTON STOCHASTIC VOLATILITY MODEL

2011 ◽  
Vol 16 (02) ◽  
Author(s):  
G. Figà-Talamanca ◽  
M. L. Guerra ◽  
L. Stefanini
Keyword(s):  
Stochastic Volatility ◽  
Stochastic Volatility Model ◽  
Fuzzy Uncertainty ◽  
Volatility Model

A non-Gaussian stochastic volatility model

1998 ◽  
Vol 2 (2) ◽  
pp. 33-47 ◽  
Author(s):  
Yuichi Nagahara ◽  
Genshiro Kitagawa
Keyword(s):  
Stochastic Volatility ◽  
Stochastic Volatility Model ◽  
Volatility Model ◽  
Non Gaussian

Pricing perpetual timer option under the stochastic volatility model of Hull–White

2017 ◽  
Vol 58 ◽  
pp. 406
Author(s):  
Jichao Zhang ◽  
Xiaoping Lu ◽  
Yuecai Han
Keyword(s):  
Stochastic Volatility ◽  
Stochastic Volatility Model ◽  
Volatility Model
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