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SELECTION UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES 2016-01-26 Paper Stochastic elasticity of variance with stochastic interest rates 2015-11-12...

Processes and Non‐Gaussian OU‐based Stochastic Volatility Models 2004-11-24 Paper Power variation and stochastic volatility: a review and some new results 2004-10-25...

dimensional volatility modulated Volterra processes 2016-05-12 Paper Simulation of volatility modulated Volterra processes using hyperbolic stochastic partial...

econometrics 2007-09-18 Paper Multivariate Stochastic Volatility: A Review 2006-08-28 Paper Multivariate Stochastic Volatility Models: Bayesian Estimation and Model...

forward-start variance swaps with stochastic volatility 2016-01-04 Paper Analytically pricing volatility swaps under stochastic volatility 2015-06-22 Paper On the...

Heston's stochastic volatility model 2020-10-05 Paper A series-form solution for pricing variance and volatility swaps with stochastic volatility and stochastic...

mean-reverting stochastic volatility environment 2009-04-15 Paper MEAN-REVERTING STOCHASTIC VOLATILITY 2008-09-03 Paper FROM THE IMPLIED VOLATILITY SKEW TO A...

equity option under stochastic volatility tempered stable Lévy processes 2022-06-20 Paper Non-Gaussian VARMA model with stochastic volatility and applications...

analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions 2014-04-14 Paper Stochastic volatility in mean models with...

principles for stochastic volatility models with reflection 2023-07-06 Paper Large deviations for fractional volatility models with non-Gaussian volatility driver...

strategy 2022-12-01 Paper Pricing variance and volatility swaps with stochastic volatility, stochastic interest rate and regime switching 2022-08-15 Paper...

equity option under stochastic volatility tempered stable Lévy processes 2022-06-20 Paper Non-Gaussian VARMA model with stochastic volatility and applications...

Optimization Asymptotics in Multiscale Stochastic Factor Markets 2022-02-15 Paper American options under stochastic volatility: control variates, maturity randomization...

Option Pricing in Stochastic Volatility Models 2019-02-28 Paper Essentially High-Order Compact Schemes with Application to Stochastic Volatility Models on Non-Uniform...

the exponential Ornstein–Uhlenbeck stochastic volatility model 2007-05-09 Paper A CORRELATED STOCHASTIC VOLATILITY MODEL MEASURING LEVERAGE AND OTHER STYLIZED...

under stochastic volatility model with jumps 2018-07-18 Paper Fourier-cosine method for pricing forward starting options with stochastic volatility and jumps...

pricing american puts with stochastic volatility 2011-12-18 Paper Pricing perpetual American options under a stochastic-volatility model with fast mean reversion...

2019-02-08 Paper On the Long-Run Volatility of Stocks 2018-12-04 Paper Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in...

the exponential Ornstein–Uhlenbeck stochastic volatility model 2007-05-09 Paper A CORRELATED STOCHASTIC VOLATILITY MODEL MEASURING LEVERAGE AND OTHER STYLIZED...

2021-11-05 Paper Log-Modulated Rough Stochastic Volatility Models 2021-11-05 Paper Precise asymptotics: robust stochastic volatility models 2021-11-04 Paper Maximum...