Found: 11
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Symposium on stochastic volatility: an introductory overview.
- Published in:
- 2012
- By:
- Publication type:
- Editorial
Option pricing under a stressed-beta model.
- Published in:
- Annals of Finance, 2012, v. 8, n. 2/3, p. 183, doi. 10.1007/s10436-009-0141-y
- By:
- Publication type:
- Article
Displaced lognormal volatility skews: analysis and applications to stochastic volatility simulations.
- Published in:
- Annals of Finance, 2012, v. 8, n. 2/3, p. 159, doi. 10.1007/s10436-009-0145-7
- By:
- Publication type:
- Article
Portfolio optimization in discrete time with proportional transaction costs under stochastic volatility.
- Published in:
- Annals of Finance, 2012, v. 8, n. 2/3, p. 405, doi. 10.1007/s10436-010-0149-3
- By:
- Publication type:
- Article
Statistical estimation of Lévy-type stochastic volatility models.
- Published in:
- Annals of Finance, 2012, v. 8, n. 2/3, p. 309, doi. 10.1007/s10436-010-0150-x
- By:
- Publication type:
- Article
A Gaussian calculus for inference from high frequency data.
- Published in:
- Annals of Finance, 2012, v. 8, n. 2/3, p. 235, doi. 10.1007/s10436-010-0152-8
- By:
- Publication type:
- Article
Estimation and pricing under long-memory stochastic volatility.
- Published in:
- Annals of Finance, 2012, v. 8, n. 2/3, p. 379, doi. 10.1007/s10436-010-0156-4
- By:
- Publication type:
- Article
Stochastic volatility and stochastic leverage.
- Published in:
- Annals of Finance, 2012, v. 8, n. 2/3, p. 205, doi. 10.1007/s10436-010-0157-3
- By:
- Publication type:
- Article
Level changes in volatility models.
- Published in:
- Annals of Finance, 2012, v. 8, n. 2/3, p. 277, doi. 10.1007/s10436-010-0163-5
- By:
- Publication type:
- Article
Affine fractional stochastic volatility models.
- Published in:
- Annals of Finance, 2012, v. 8, n. 2/3, p. 337, doi. 10.1007/s10436-010-0165-3
- By:
- Publication type:
- Article
Implied and realized volatility: empirical model selection.
- Published in:
- Annals of Finance, 2012, v. 8, n. 2/3, p. 259, doi. 10.1007/s10436-010-0168-0
- By:
- Publication type:
- Article