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Symposium on stochastic volatility: an introductory overview

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Publication:470512
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DOI10.1007/s10436-010-0162-6zbMath1298.00358OpenAlexW2087065879MaRDI QIDQ470512

Frederi G. Viens

Publication date: 12 November 2014

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10436-010-0162-6


zbMATH Keywords

estimationstochastic volatilityoption pricingstock marketcalibrationstochastic


Mathematics Subject Classification ID

Proceedings of conferences of miscellaneous specific interest (00B25) Stochastic models in economics (91B70) Proceedings, conferences, collections, etc. pertaining to probability theory (60-06) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Derivative securities (option pricing, hedging, etc.) (91G20)


Related Items (1)

Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model




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