Convergence, non-negativity and stability of a new Lobatto IIIC-Milstein method for a pricing option approach based on stochastic volatility model

2020 ◽  
Author(s):  
Mahmoud A. Eissa ◽  
Qiang Ye
Keyword(s):  
Stochastic Volatility ◽  
Stochastic Volatility Model ◽  
Milstein Method ◽  
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
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