MEAN-REVERTING STOCHASTIC VOLATILITY (Q3523547): Difference between revisions

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+Calibrating volatility surfaces via relative-entropy minimization
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Adaptive covariance estimation of locally stationary processes
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+ARCH models as diffusion approximations
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+Conditional Heteroskedasticity in Asset Returns: A New Approach
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+OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL
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+Stock Price Distributions with Stochastic Volatility: An Analytic Approach
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+A Risk-Neutral Stochastic Volatility Model
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