A Term Structured Volatility Model of Poll Data and its Application to Election Timing

Aspects of Mathematical Modelling - Mathematics and Biosciences in Interaction ◽

10.1007/978-3-7643-8591-0_16 ◽

2008 ◽

pp. 283-291

Author(s):

Dharma Lesmono

Keyword(s):

Volatility Model ◽

Election Timing ◽

Download Full-text

FUZZY UNCERTAINTY IN THE HESTON STOCHASTIC VOLATILITY MODEL

FUZZY ECONOMIC REVIEW ◽

10.25102/fer.2011.02.01 ◽

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

Download Full-text

A nonparametric local volatility model for swaptions smile

The Journal of Computational Finance ◽

10.21314/jcf.2018.343 ◽

2017 ◽

Author(s):

Dariusz Gatarek ◽

Juliusz Jablecki

Keyword(s):

Local Volatility ◽

Local Volatility Model ◽

Volatility Model

Download Full-text

Introducing two mixing fractions to a lognormal local-stochastic volatility model

The Journal of Computational Finance ◽

10.21314/jcf.2020.389 ◽

2020 ◽

Author(s):

Bowie Owens ◽

Zili Zhu ◽

Geoffrey Lee

Keyword(s):

Stochastic Volatility ◽

Stochastic Volatility Model ◽

Volatility Model

Download Full-text

A non-Gaussian stochastic volatility model

The Journal of Computational Finance ◽

10.21314/jcf.1998.023 ◽

1998 ◽

Vol 2 (2) ◽

pp. 33-47 ◽

Author(s):

Yuichi Nagahara ◽

Genshiro Kitagawa

Keyword(s):

Stochastic Volatility ◽

Stochastic Volatility Model ◽

Volatility Model ◽

Download Full-text

Simple and efficient simulation of the Heston stochastic volatility model

The Journal of Computational Finance ◽

10.21314/jcf.2008.189 ◽

2008 ◽

Vol 11 (3) ◽

pp. 1-42 ◽

Author(s):

Leif Andersen

Keyword(s):

Stochastic Volatility ◽

Stochastic Volatility Model ◽

Efficient Simulation ◽

Volatility Model

Download Full-text

Macroeconomic Uncertainty and Asset Prices: A Stochastic Volatility Model

SSRN Electronic Journal ◽

10.2139/ssrn.1360241 ◽

2009 ◽

Author(s):

Hwagyun Kim ◽

Hyoung Il Lee ◽

Joon Y. Park ◽

Hyosung Yeo

Keyword(s):

Stochastic Volatility ◽

Asset Prices ◽

Stochastic Volatility Model ◽

Macroeconomic Uncertainty ◽

Volatility Model

Download Full-text

Forecasting Future Volatility from Option Prices under the Stochastic Volatility Model

SSRN Electronic Journal ◽

10.2139/ssrn.1416638 ◽

2009 ◽

Author(s):

Suk-Joon Byun ◽

Sol Kim ◽

Dongwoo Rhee

Keyword(s):

Stochastic Volatility ◽

Stochastic Volatility Model ◽

Option Prices ◽

Volatility Model

Download Full-text

Multiple Calculating Periods Generalized Volatility Model

SSRN Electronic Journal ◽

10.2139/ssrn.1797642 ◽

2011 ◽

Author(s):

Lu Lucius Li

Keyword(s):

Volatility Model

Download Full-text

Calibrating and Pricing with Stochastic-Local Volatility Model

SSRN Electronic Journal ◽

10.2139/ssrn.2182411 ◽

2012 ◽

Author(s):

Yu Tian ◽

Zili Zhu ◽

Fima Klebaner ◽

Kais Hamza

Keyword(s):

Local Volatility ◽

Local Volatility Model ◽

Volatility Model ◽

Stochastic Local Volatility

Download Full-text

Window Barrier Option Pricing with the Hybrid Stochastic-Local Volatility Model

SSRN Electronic Journal ◽

10.2139/ssrn.2356816 ◽

2013 ◽

Author(s):

Yu Tian ◽

Zili Zhu ◽

Geoffrey Lee ◽

Thomas Lo ◽

Fima Klebaner ◽

...

Keyword(s):

Option Pricing ◽

Barrier Option ◽

Local Volatility ◽

Local Volatility Model ◽

Volatility Model ◽

Barrier Option Pricing ◽

Stochastic Local Volatility

Download Full-text