结果：找到“stochastic volatility”相关内容183个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
量化金融与金融数学学习资料（全英文）4 个回复 - 2084 次查看 trading stratygy New folder Gatheral's Notes asset pricing 统计套利_12724677.pdf 【Wilmott】Paul Wilmott On Quantitative Finance.pdf ！static hedge arbitrary payo ...2022-4-30 12:05 - wz151400 - 现金交易版
高级股权衍生品工具：Advanced Equity Derivatives,Local Volatility,Stochastic Corr3 个回复 - 1252 次查看 高级股权衍生品工具：Advanced Equity Derivatives,Advanced Equity Derivatives,Local Volatility,Stochastic Correlation(我在学习国际金融学时，导师推荐给我学习资料，包括我导师的学术论文及经典解读，学习交流 ...2020-7-31 09:24 - lotus_sss - 现金交易版
【随机波动性模型，金融数学】 Stochastic Volatility Modeling (2016) by L. Bergomi
85 个回复 - 17196 次查看 Stochastic Volatility Modeling Lorenzo Bergomi Packed with insights, Lorenzo Bergomi’s Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in ...2016-12-9 09:52 - cmwei333 - 金融学（理论版）
85 个回复 - 17196 次查看 Stochastic Volatility Modeling Lorenzo Bergomi Packed with insights, Lorenzo Bergomi’s Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in ...2016-12-9 09:52 - cmwei333 - 金融学（理论版）
e Analysis of Stochastic Volatility in the Presence of Daily Realized Measures
2 个回复 - 960 次查看 【作者(必填)】 [*]Siem Jan Koopman 【文题(必填)】e Analysis of Stochastic Volatility in the Presence of Daily Realized Measures 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://jfec ...2013-8-3 22:23 - hnhs100 - 求助成功区
2 个回复 - 960 次查看 【作者(必填)】 [*]Siem Jan Koopman 【文题(必填)】e Analysis of Stochastic Volatility in the Presence of Daily Realized Measures 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://jfec ...2013-8-3 22:23 - hnhs100 - 求助成功区
Sample quantile analysis for long-memory stochastic volatility models
1 个回复 - 872 次查看 Sample quantile analysis for long-memory stochastic volatility models2015-10-27 20:31 - lucky187 - 求助成功区
1 个回复 - 872 次查看 Sample quantile analysis for long-memory stochastic volatility models2015-10-27 20:31 - lucky187 - 求助成功区
The representation of American options prices under stochastic volatility and ju
1 个回复 - 604 次查看 【作者(必填)】Gerald H. L. Cheang , Carl Chiarella & Andrew Ziogas 【文题(必填)】The representation of American options prices under stochastic volatility and jump-diffusion dynamics 【年份(必填 ...2020-8-11 14:47 - ssylzz - 求助成功区
1 个回复 - 604 次查看 【作者(必填)】Gerald H. L. Cheang , Carl Chiarella & Andrew Ziogas 【文题(必填)】The representation of American options prices under stochastic volatility and jump-diffusion dynamics 【年份(必填 ...2020-8-11 14:47 - ssylzz - 求助成功区
Option Pricing in Stochastic Volatility Models of the Ornstein-Uhlenbeck type
2 个回复 - 955 次查看 【作者(必填)】Nicolato, E. and E. Venardos 【文题(必填)】Option Pricing in Stochastic Volatility Models of the Ornstein-Uhlenbeck type 【年份(必填)】2003 Mathematical Finance, 13:445-466. ...2015-5-27 21:38 - Bumboo - 求助成功区
2 个回复 - 955 次查看 【作者(必填)】Nicolato, E. and E. Venardos 【文题(必填)】Option Pricing in Stochastic Volatility Models of the Ornstein-Uhlenbeck type 【年份(必填)】2003 Mathematical Finance, 13:445-466. ...2015-5-27 21:38 - Bumboo - 求助成功区
Derivatives in Financial Markets with Stochastic Volatility
11 个回复 - 9004 次查看 Derivatives in Financial Markets with Stochastic Volatility Authors:Jean-Pierre Fouque, George PapanicolaouK. Ronnie S Publisher: Cambridge University Press Keywords: volatility, stochastic, market ...2011-4-3 09:48 - martinnyj - 金融学（理论版）
11 个回复 - 9004 次查看 Derivatives in Financial Markets with Stochastic Volatility Authors:Jean-Pierre Fouque, George PapanicolaouK. Ronnie S Publisher: Cambridge University Press Keywords: volatility, stochastic, market ...2011-4-3 09:48 - martinnyj - 金融学（理论版）
The Impact of Stochastic Volatility on Pricing, Hedging and Hedge Efficiency of
1 个回复 - 732 次查看 SOA QFI Track 参考书超全大合集https://bbs.pinggu.org/thread-6906828-1-1.html文章名称：The Impact of Stochastic Volatility on Pricing, Hedging and Hedge Efficiency of Withdrawal Benefit Guarantees in V ...2021-11-16 10:56 - gonnaago - 金融学（理论版）
1 个回复 - 732 次查看 SOA QFI Track 参考书超全大合集https://bbs.pinggu.org/thread-6906828-1-1.html文章名称：The Impact of Stochastic Volatility on Pricing, Hedging and Hedge Efficiency of Withdrawal Benefit Guarantees in V ...2021-11-16 10:56 - gonnaago - 金融学（理论版）
A Stochastic Volatility Model With a General Leverage Specification
1 个回复 - 630 次查看 【作者(必填)】 23 【文题(必填)】 A Stochastic Volatility Model With a General Leverage Specification 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://amstat.tandfonline.com/doi/full/10.10 ...2021-6-2 15:03 - internet.hzx - 求助成功区
1 个回复 - 630 次查看 【作者(必填)】 23 【文题(必填)】 A Stochastic Volatility Model With a General Leverage Specification 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://amstat.tandfonline.com/doi/full/10.10 ...2021-6-2 15:03 - internet.hzx - 求助成功区
Bayesian Analysis of Stochastic Volatility Models
1 个回复 - 572 次查看 【作者(必填)】Eric Jacquier, Nicholas G. Polson and Peter E. Rossi 【文题(必填)】Bayesian Analysis of Stochastic Volatility Models 【年份(必填)】1994 【全文链接或数据库名称(选填)】https://www ...2021-5-31 09:44 - sunny.syf - 求助成功区
1 个回复 - 572 次查看 【作者(必填)】Eric Jacquier, Nicholas G. Polson and Peter E. Rossi 【文题(必填)】Bayesian Analysis of Stochastic Volatility Models 【年份(必填)】1994 【全文链接或数据库名称(选填)】https://www ...2021-5-31 09:44 - sunny.syf - 求助成功区
谁有Option valuation under Stochastic volatility II by Lewis
3 个回复 - 2200 次查看 论坛币2017-12-24 08:41 - martingale08 - 金融学（理论版）
3 个回复 - 2200 次查看 论坛币2017-12-24 08:41 - martingale08 - 金融学（理论版）
免費 A Stochastic Volatility LIBOR Market Model with a closed form solution
8 个回复 - 3097 次查看 A Stochastic Volatility LIBOR Market Model with a closed form solution by Hazim Nada Imperial College London Centre for Quantitative Finance 1 Introduction 6 2 Literature Review 9 2.1 Review ...2009-10-12 15:58 - martinnyj - 金融学（理论版）
8 个回复 - 3097 次查看 A Stochastic Volatility LIBOR Market Model with a closed form solution by Hazim Nada Imperial College London Centre for Quantitative Finance 1 Introduction 6 2 Literature Review 9 2.1 Review ...2009-10-12 15:58 - martinnyj - 金融学（理论版）
求助Futures hedging with stochastic volatility: a new method
0 个回复 - 470 次查看 【作者(必填)】Alghalith, M., & Floros, C. 【文题(必填)】Futures hedging with stochastic volatility: a new method. I 【年份(必填)】2020 【全文链接或数据库名称(选填)】 international Journal of ...2020-8-24 22:23 - 地下爆菊 - 文献求助专区
0 个回复 - 470 次查看 【作者(必填)】Alghalith, M., & Floros, C. 【文题(必填)】Futures hedging with stochastic volatility: a new method. I 【年份(必填)】2020 【全文链接或数据库名称(选填)】 international Journal of ...2020-8-24 22:23 - 地下爆菊 - 文献求助专区
SV Model, Stochastic volatility model, 随机波动率模型， stata, eviews, OxMetrics
6 个回复 - 4546 次查看 最近写论文需要用到SV和SV的扩展模型预测汇率，数据已经弄好，需要用simulated maximum likelihood估计，并且用滚动窗口预测未来100天汇率波动率，最好用OxMetrics或者stata，eviews做，R语言也可以不过我不会用。模 ...2018-7-23 07:49 - 莫学庞涓怯孙膑0 - winbugs及其他软件专版
6 个回复 - 4546 次查看 最近写论文需要用到SV和SV的扩展模型预测汇率，数据已经弄好，需要用simulated maximum likelihood估计，并且用滚动窗口预测未来100天汇率波动率，最好用OxMetrics或者stata，eviews做，R语言也可以不过我不会用。模 ...2018-7-23 07:49 - 莫学庞涓怯孙膑0 - winbugs及其他软件专版
Pricing volatility swaps in the Heston’s stochastic volatility model with regim
1 个回复 - 424 次查看 【作者(必填)】Mengzhe Zhang[/backcolor] and Leunglung Chan[/backcolor] 【文题(必填)】Pricing volatility swaps in the Heston’s stochastic volatility model with regime switching: A saddlepoint a ...2019-11-10 20:49 - Alicefree - 求助成功区
1 个回复 - 424 次查看 【作者(必填)】Mengzhe Zhang[/backcolor] and Leunglung Chan[/backcolor] 【文题(必填)】Pricing volatility swaps in the Heston’s stochastic volatility model with regime switching: A saddlepoint a ...2019-11-10 20:49 - Alicefree - 求助成功区
Option Valuation Under Stochastic Volatility
22 个回复 - 8427 次查看 Option Valuation Under Stochastic Volatility: With Mathematica Code ~ Alan L. Lewis Review"...an impressive collection of methods and results. I found Chapter 7 on equilibrium models particular ...2010-5-9 11:35 - martinnyj - 金融学（理论版）
22 个回复 - 8427 次查看 Option Valuation Under Stochastic Volatility: With Mathematica Code ~ Alan L. Lewis Review"...an impressive collection of methods and results. I found Chapter 7 on equilibrium models particular ...2010-5-9 11:35 - martinnyj - 金融学（理论版）
谁有Option Valuation under Stochastic Volatility II: With Mathematica Code
2 个回复 - 1332 次查看 求Option Valuation under Stochastic Volatility II: With Mathematica Code2019-8-10 10:12 - martingale08 - 金融工程（数量金融）与金融衍生品
2 个回复 - 1332 次查看 求Option Valuation under Stochastic Volatility II: With Mathematica Code2019-8-10 10:12 - martingale08 - 金融工程（数量金融）与金融衍生品
求realized stochastic volatility代码
8 个回复 - 2480 次查看 求估计已实现随机波动率（realized stochastic volatility）的R语言、matlab等可以实现的代码。2016-10-25 21:11 - 苗家9 - 金融工程（数量金融）与金融衍生品
8 个回复 - 2480 次查看 求估计已实现随机波动率（realized stochastic volatility）的R语言、matlab等可以实现的代码。2016-10-25 21:11 - 苗家9 - 金融工程（数量金融）与金融衍生品
A Mixed Frequency Stochastic Volatility Model for Intraday Stock Market Returns
3 个回复 - 758 次查看 【作者(必填)】 Jeremias Bekierman Bastian Gribisch 【文题(必填)】A Mixed Frequency Stochastic Volatility Model for Intraday Stock Market Returns 【年份(必填)】 2019 【全文链接或数据库名称(选填)】 ...2019-6-28 15:05 - hnhs100 - 求助成功区
3 个回复 - 758 次查看 【作者(必填)】 Jeremias Bekierman Bastian Gribisch 【文题(必填)】A Mixed Frequency Stochastic Volatility Model for Intraday Stock Market Returns 【年份(必填)】 2019 【全文链接或数据库名称(选填)】 ...2019-6-28 15:05 - hnhs100 - 求助成功区
Bayesian Analysis of a Threshold Stochastic Volatility Model
1 个回复 - 500 次查看 【作者(必填)】Tony S. Wirjanto[/backcolor] Adam W. Kolkiewicz[/backcolor] Zhongxian Men[/backcolor] 【文题(必填)】Bayesian Analysis of a Threshold Stochastic Volatility Model 【年份(必填)】 ...2019-4-13 18:24 - hnhs100 - 求助成功区
1 个回复 - 500 次查看 【作者(必填)】Tony S. Wirjanto[/backcolor] Adam W. Kolkiewicz[/backcolor] Zhongxian Men[/backcolor] 【文题(必填)】Bayesian Analysis of a Threshold Stochastic Volatility Model 【年份(必填)】 ...2019-4-13 18:24 - hnhs100 - 求助成功区
Time-Varing Parameter VAR Model with Stochastic Volatility
2 个回复 - 2255 次查看 【作者(必填)】 Raphael Franck, Noel D. Johnson 【文题(必填)】 Time-Varing Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications. 【年份(必填)】 201 ...2017-2-19 13:39 - shanxianmin2011 - 求助成功区
2 个回复 - 2255 次查看 【作者(必填)】 Raphael Franck, Noel D. Johnson 【文题(必填)】 Time-Varing Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications. 【年份(必填)】 201 ...2017-2-19 13:39 - shanxianmin2011 - 求助成功区
The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Applica
5 个回复 - 591 次查看 【作者(必填)】 Joshua C. C. Chan[/backcolor] 【文题(必填)】 The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling【年份(必填)】 2017 【全文链接 ...2017-6-15 09:48 - internet.hzx - 求助成功区
5 个回复 - 591 次查看 【作者(必填)】 Joshua C. C. Chan[/backcolor] 【文题(必填)】 The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling【年份(必填)】 2017 【全文链接 ...2017-6-15 09:48 - internet.hzx - 求助成功区
WinBUGS for A Bayesian Analysis of Stochastic Volatility Models
18 个回复 - 1960 次查看 SummaryThis paper reviews the general Bayesian approach to parameter estimationin stochastic volatility models with posterior computations performed byGibbs sampling. The main purpose is to illustrate ...2016-5-22 23:23 - Nicolle - winbugs及其他软件专版
18 个回复 - 1960 次查看 SummaryThis paper reviews the general Bayesian approach to parameter estimationin stochastic volatility models with posterior computations performed byGibbs sampling. The main purpose is to illustrate ...2016-5-22 23:23 - Nicolle - winbugs及其他软件专版
求Option Valuation under Stochastic Volatility II: With Mathematica Code
4 个回复 - 2178 次查看 2016版的...xiexie2016-10-7 04:41 - wufuheng - 金融学（理论版）
4 个回复 - 2178 次查看 2016版的...xiexie2016-10-7 04:41 - wufuheng - 金融学（理论版）
A multivariate stochastic volatility model with applications
6 个回复 - 903 次查看 【作者(必填)】Marcos EscobarChristoph Gschnaidtner 【文题(必填)】A multivariate stochastic volatility model with applications in the foreign exchange market 【年份(必填)】2018 【全文链接或数据库 ...2018-3-27 11:28 - exuan1991 - 求助成功区
6 个回复 - 903 次查看 【作者(必填)】Marcos EscobarChristoph Gschnaidtner 【文题(必填)】A multivariate stochastic volatility model with applications in the foreign exchange market 【年份(必填)】2018 【全文链接或数据库 ...2018-3-27 11:28 - exuan1991 - 求助成功区
Stochastic Implied Volatility: A Factor-Based Model (Lecture Notes in Economics
3 个回复 - 2471 次查看 This monograph is based on my Ph.D. thesis, which was accepted in Jan- uary 2004 by the faculty of economics at the University of Augsburg. It is a great pleasure to thank my supervisor, Prof. Dr. Man ...2015-7-5 22:08 - nelsoncwlee - 金融学（理论版）
3 个回复 - 2471 次查看 This monograph is based on my Ph.D. thesis, which was accepted in Jan- uary 2004 by the faculty of economics at the University of Augsburg. It is a great pleasure to thank my supervisor, Prof. Dr. Man ...2015-7-5 22:08 - nelsoncwlee - 金融学（理论版）
The Heston Stochastic-Local Volatility Model: Efficient Monte Carlo Simulation
1 个回复 - 1358 次查看 【作者(必填)】Anthonie van der Stoep[/backcolor]Lech A. Grzelak[/backcolor]Cornelis W. Oosterlee[/backcolor] 【文题(必填)】 The Heston Stochastic-Local Volatility Model: Efficient Monte Carlo Simula ...2018-1-28 20:12 - Bumboo - 求助成功区
1 个回复 - 1358 次查看 【作者(必填)】Anthonie van der Stoep[/backcolor]Lech A. Grzelak[/backcolor]Cornelis W. Oosterlee[/backcolor] 【文题(必填)】 The Heston Stochastic-Local Volatility Model: Efficient Monte Carlo Simula ...2018-1-28 20:12 - Bumboo - 求助成功区
求新书 Stochastic Volatility Modeling by Lorenzo Bergomi
2 个回复 - 3245 次查看 作者大牛- Risk’s 2009 Quant of the YearPacked with insights, Lorenzo Bergomi’s Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in the modeling of ...2016-7-26 10:11 - train2k - 金融工程（数量金融）与金融衍生品
2 个回复 - 3245 次查看 作者大牛- Risk’s 2009 Quant of the YearPacked with insights, Lorenzo Bergomi’s Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in the modeling of ...2016-7-26 10:11 - train2k - 金融工程（数量金融）与金融衍生品
【独家发布】Stochastic Volatility Model
14 个回复 - 12241 次查看 Black Scholes 中对于波动率为常数的假设使得BS模型不是self consistent。因为volatility smile 的出现使得BS模型在hedging以及pricing 多strike的exotic option方面显得有所不足。因此人们开始探索新的模型。其中较 ...2013-5-30 23:27 - Chemist_MZ - 休闲灌水
14 个回复 - 12241 次查看 Black Scholes 中对于波动率为常数的假设使得BS模型不是self consistent。因为volatility smile 的出现使得BS模型在hedging以及pricing 多strike的exotic option方面显得有所不足。因此人们开始探索新的模型。其中较 ...2013-5-30 23:27 - Chemist_MZ - 休闲灌水
On Cross-Currency Models with Stochastic Volatility and Correlated Interest Rate
2 个回复 - 766 次查看 【作者(必填)】 Lech A. Grzelakab* & Cornelis W. Oosterleeac 【文题(必填)】 On Cross-Currency Models with Stochastic Volatility and Correlated Interest Rates 【年份(必填)】 Volume 19, Issue 1, 20 ...2014-5-9 08:12 - sqq19860225 - 求助成功区
2 个回复 - 766 次查看 【作者(必填)】 Lech A. Grzelakab* & Cornelis W. Oosterleeac 【文题(必填)】 On Cross-Currency Models with Stochastic Volatility and Correlated Interest Rates 【年份(必填)】 Volume 19, Issue 1, 20 ...2014-5-9 08:12 - sqq19860225 - 求助成功区
Pricing of foreign exchange options under the Heston stochastic volatility model
2 个回复 - 1109 次查看 【作者(必填)】 REHEZ AHLIPa & MAREK RUTKOWSKIb* 【文题(必填)】 Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates 【年份(必填)】 Volume 13, Is ...2014-5-9 08:10 - sqq19860225 - 求助成功区
2 个回复 - 1109 次查看 【作者(必填)】 REHEZ AHLIPa & MAREK RUTKOWSKIb* 【文题(必填)】 Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates 【年份(必填)】 Volume 13, Is ...2014-5-9 08:10 - sqq19860225 - 求助成功区
GMM estimation of a realized stochastic volatility model: A Monte Carlo study
1 个回复 - 701 次查看 【作者(必填)】Pierre Chaussé[/backcolor] &Dinghai Xu[/backcolor] 【文题(必填)】GMM estimation of a realized stochastic volatility model: A Monte Carlo study 【年份(必填)】2016 【全文链接或数据 ...2017-10-20 09:20 - hnhs100 - 求助成功区
1 个回复 - 701 次查看 【作者(必填)】Pierre Chaussé[/backcolor] &Dinghai Xu[/backcolor] 【文题(必填)】GMM estimation of a realized stochastic volatility model: A Monte Carlo study 【年份(必填)】2016 【全文链接或数据 ...2017-10-20 09:20 - hnhs100 - 求助成功区
不用了Forecasting realized volatility using a long-memory stochastic volatility
2 个回复 - 562 次查看 【作者(必填)】RohitDeoCliffordHurvichYiLu 【文题(必填)】Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment 【年份(必填)】 ...2017-10-3 11:11 - 醋姐 - 求助成功区
2 个回复 - 562 次查看 【作者(必填)】RohitDeoCliffordHurvichYiLu 【文题(必填)】Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment 【年份(必填)】 ...2017-10-3 11:11 - 醋姐 - 求助成功区
On the Curvature of the Smile in Stochastic Volatility Models
2 个回复 - 1415 次查看 【作者(必填)】Elisa Alòs and Jorge A. León 【文题(必填)】On the Curvature of the Smile in Stochastic Volatility Models 【年份(必填)】2017 【全文链接或数据库名称(选填)】http://epubs.siam.o ...2017-8-18 16:37 - crossbone254 - 求助成功区
2 个回复 - 1415 次查看 【作者(必填)】Elisa Alòs and Jorge A. León 【文题(必填)】On the Curvature of the Smile in Stochastic Volatility Models 【年份(必填)】2017 【全文链接或数据库名称(选填)】http://epubs.siam.o ...2017-8-18 16:37 - crossbone254 - 求助成功区
Stochastic volatility in asset prices estimation with simulated maximum likeliho
3 个回复 - 1019 次查看 【作者(必填)】Stochastic volatility in asset prices estimation with simulated maximum likelihood 【文题(必填)】J Danielsson - Journal of Econometrics, 1994 - Elsevier 【年份(必填)】 【全文链 ...2012-9-21 14:30 - 金融坦然 - 求助成功区
3 个回复 - 1019 次查看 【作者(必填)】Stochastic volatility in asset prices estimation with simulated maximum likelihood 【文题(必填)】J Danielsson - Journal of Econometrics, 1994 - Elsevier 【年份(必填)】 【全文链 ...2012-9-21 14:30 - 金融坦然 - 求助成功区
A LOW-BIAS SIMULATION SCHEME FOR THE SABR STOCHASTIC VOLATILITY MODEL
1 个回复 - 669 次查看 【作者(必填)】BIN CHEN, CORNELIS W. OOSTERLEE, and HANS VAN DER WEIDE 【文题(必填)】A LOW-BIAS SIMULATION SCHEME FOR THE SABR STOCHASTIC VOLATILITY MODEL[/backcolor] 【年份(必填)】2012 【全文 ...2017-5-24 16:20 - Bumboo - 求助成功区
1 个回复 - 669 次查看 【作者(必填)】BIN CHEN, CORNELIS W. OOSTERLEE, and HANS VAN DER WEIDE 【文题(必填)】A LOW-BIAS SIMULATION SCHEME FOR THE SABR STOCHASTIC VOLATILITY MODEL[/backcolor] 【年份(必填)】2012 【全文 ...2017-5-24 16:20 - Bumboo - 求助成功区
Overnight information and stochastic volatility
1 个回复 - 681 次查看 【作者(必填)】 Tsiakas 【文题(必填)】 Overnight information and stochastic volatility: A study of European and US stock exchanges【年份(必填)】 2008 【全文链接或数据库名称(选填)】http://www.scien ...2017-4-24 20:28 - q7294011 - 求助成功区
1 个回复 - 681 次查看 【作者(必填)】 Tsiakas 【文题(必填)】 Overnight information and stochastic volatility: A study of European and US stock exchanges【年份(必填)】 2008 【全文链接或数据库名称(选填)】http://www.scien ...2017-4-24 20:28 - q7294011 - 求助成功区
Bayesian Analysis of Stochastic Volatility Models
4 个回复 - 791 次查看 【作者(必填)】Eric Jacquier, Nicholas G. Polson and Peter E. Rossi 【文题(必填)】Bayesian Analysis of Stochastic Volatility Models 【年份(必填)】Vol. 12, No. 4 (Oct., 1994), pp. 371-389 【全文链 ...2017-4-19 19:36 - hnhs100 - 求助成功区
4 个回复 - 791 次查看 【作者(必填)】Eric Jacquier, Nicholas G. Polson and Peter E. Rossi 【文题(必填)】Bayesian Analysis of Stochastic Volatility Models 【年份(必填)】Vol. 12, No. 4 (Oct., 1994), pp. 371-389 【全文链 ...2017-4-19 19:36 - hnhs100 - 求助成功区
国外论文：A Path Integral Approach to Option Pricing with Stochastic VolatilitySome E
2 个回复 - 2280 次查看 比一般的教材更详细的数值计算。A Path Integral Approach to Option Pricing with Stochastic VolatilitySome Exact Results2007-4-28 11:44 - miumiu001982 - 金融学（理论版）
2 个回复 - 2280 次查看 比一般的教材更详细的数值计算。A Path Integral Approach to Option Pricing with Stochastic VolatilitySome Exact Results2007-4-28 11:44 - miumiu001982 - 金融学（理论版）
Stochastic volatility model with time-dependent skew
1 个回复 - 784 次查看 【作者(必填)】Piterbarg, V. 【文题(必填)】 stochastic volatility model with time-dependent skew 【年份(必填)】 2005 【全文链接或数据库名称(选填)】Applied Mathematical Finance 12, 147-185.2017-1-30 19:52 - Bumboo - 求助成功区
1 个回复 - 784 次查看 【作者(必填)】Piterbarg, V. 【文题(必填)】 stochastic volatility model with time-dependent skew 【年份(必填)】 2005 【全文链接或数据库名称(选填)】Applied Mathematical Finance 12, 147-185.2017-1-30 19:52 - Bumboo - 求助成功区
The forward smile in local–stochastic volatility models
1 个回复 - 749 次查看 【作者(必填)】Andrea Mazzon and Andrea Pascucci 【文题(必填)】The forward smile in local–stochastic volatility models 【年份(必填)】2017 【全文链接或数据库名称(选填)】Journal of Computational ...2017-1-18 16:05 - Bumboo - 文献求助专区
1 个回复 - 749 次查看 【作者(必填)】Andrea Mazzon and Andrea Pascucci 【文题(必填)】The forward smile in local–stochastic volatility models 【年份(必填)】2017 【全文链接或数据库名称(选填)】Journal of Computational ...2017-1-18 16:05 - Bumboo - 文献求助专区
Pricing vulnerable options under a stochastic volatility model
2 个回复 - 942 次查看 【作者(必填)】Sung-Jin Yang , Min-Ku Lee , Jeong-Hoon Kim 【文题(必填)】Pricing vulnerable options under a stochastic volatility model 【年份(必填)】2014 【全文链接或数据库名称(选填)】http:// ...2015-6-18 19:11 - lipj - 求助成功区
2 个回复 - 942 次查看 【作者(必填)】Sung-Jin Yang , Min-Ku Lee , Jeong-Hoon Kim 【文题(必填)】Pricing vulnerable options under a stochastic volatility model 【年份(必填)】2014 【全文链接或数据库名称(选填)】http:// ...2015-6-18 19:11 - lipj - 求助成功区
Rare shock, two-factor stochastic volatility and currency option pricing
2 个回复 - 791 次查看 【作者(必填)】Guanying Wang, Xingchun Wang and Yongjin Wang 【文题(必填)】Rare shock, two-factor stochastic volatility and currency option pricing 【年份(必填)】2014 【全文链接或数据库名称(选 ...2016-12-10 14:50 - exuan1991 - 求助成功区
2 个回复 - 791 次查看 【作者(必填)】Guanying Wang, Xingchun Wang and Yongjin Wang 【文题(必填)】Rare shock, two-factor stochastic volatility and currency option pricing 【年份(必填)】2014 【全文链接或数据库名称(选 ...2016-12-10 14:50 - exuan1991 - 求助成功区
【Case Study】Stochastic Volatility Model using PyMC3
12 个回复 - 2128 次查看 Asset prices have time-varying volatility (variance of day over day returns). In some periods, returns are highly variable, while in others very stable. Stochastic volatility models model this with a ...2016-12-12 09:28 - Nicolle - winbugs及其他软件专版
12 个回复 - 2128 次查看 Asset prices have time-varying volatility (variance of day over day returns). In some periods, returns are highly variable, while in others very stable. Stochastic volatility models model this with a ...2016-12-12 09:28 - Nicolle - winbugs及其他软件专版
Pricing Kernels with Stochastic Skewness and Volatility Risk
3 个回复 - 694 次查看 【作者(必填)】Fousseni Chabi-Yo 【文题(必填)】Pricing Kernels with Stochastic Skewness and Volatility Risk 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://pubsonline.informs.org/doi/abs ...2016-12-2 11:23 - hnhs100 - 求助成功区
3 个回复 - 694 次查看 【作者(必填)】Fousseni Chabi-Yo 【文题(必填)】Pricing Kernels with Stochastic Skewness and Volatility Risk 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://pubsonline.informs.org/doi/abs ...2016-12-2 11:23 - hnhs100 - 求助成功区
Simple and efficient simulation of the Heston stochastic volatility model
2 个回复 - 1059 次查看 【作者(必填)】 Andersen, Leif 【文题(必填)】 Simple and efficient simulation of the Heston stochastic volatility model 【年份(必填)】 2008 【全文链接或数据库名称(选填)】 Journal of Computation ...2016-11-28 19:39 - Bumboo - 求助成功区
2 个回复 - 1059 次查看 【作者(必填)】 Andersen, Leif 【文题(必填)】 Simple and efficient simulation of the Heston stochastic volatility model 【年份(必填)】 2008 【全文链接或数据库名称(选填)】 Journal of Computation ...2016-11-28 19:39 - Bumboo - 求助成功区
求Maximum likelihood estimation of the Heston stochastic volatility model using
8 个回复 - 1203 次查看 【作者(必填)】Francesca MarianiGraziella PacelliFrancesco Zirilli 【文题(必填)】Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application ...2016-10-17 19:53 - weilinhy - 求助成功区
8 个回复 - 1203 次查看 【作者(必填)】Francesca MarianiGraziella PacelliFrancesco Zirilli 【文题(必填)】Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application ...2016-10-17 19:53 - weilinhy - 求助成功区
A General Asymptotic Implied Volatility for Stochastic Volatility Models
0 个回复 - 880 次查看 In this paper, we derive a general asymptotic implied volatility atthe first-order for any stochastic volatility model using the heat kernel expansionon a Riemann manifold endowed with an Abelian conn ...2016-9-14 03:53 - standatw - 灌水吧
0 个回复 - 880 次查看 In this paper, we derive a general asymptotic implied volatility atthe first-order for any stochastic volatility model using the heat kernel expansionon a Riemann manifold endowed with an Abelian conn ...2016-9-14 03:53 - standatw - 灌水吧
求Maximum likelihood estimation of the Heston stochastic volatility model using
2 个回复 - 840 次查看 【作者(必填)】Francesca Mariani[/backcolor], Graziella Pacelli[/backcolor], Francesco Zirilli[/backcolor] 【文题(必填)】Maximum likelihood estimation of the Heston stochastic volatility model using ...2016-9-4 11:55 - weilinhy - 求助成功区
2 个回复 - 840 次查看 【作者(必填)】Francesca Mariani[/backcolor], Graziella Pacelli[/backcolor], Francesco Zirilli[/backcolor] 【文题(必填)】Maximum likelihood estimation of the Heston stochastic volatility model using ...2016-9-4 11:55 - weilinhy - 求助成功区
Estimating stochastic volatility diffusion using conditional moments of integrat
1 个回复 - 530 次查看 【作者(必填)】Tim Bollersleva,Hao Zhou 【文题(必填)】Estimating stochastic volatility diffusion using conditional moments of integrated volatility 【年份(必填)】2002 【全文链接或数据库名称(选填)】 ...2016-8-21 17:16 - hnhs100 - 求助成功区
1 个回复 - 530 次查看 【作者(必填)】Tim Bollersleva,Hao Zhou 【文题(必填)】Estimating stochastic volatility diffusion using conditional moments of integrated volatility 【年份(必填)】2002 【全文链接或数据库名称(选填)】 ...2016-8-21 17:16 - hnhs100 - 求助成功区
VALUE-AT-RISK COMPUTATIONS IN STOCHASTIC VOLATILITY MODELS USING SECOND-ORDER WE
1 个回复 - 881 次查看 【作者(必填)】 【文题(必填)】VALUE-AT-RISK COMPUTATIONS IN STOCHASTIC VOLATILITY MODELS USING SECOND-ORDER WEAK APPROXIMATION SCHEMES 【年份(必填)】EVA LüTKEBOHMERT and LYDIENNE MATCHIE 【全 ...2014-10-27 22:32 - ssylzz - 求助成功区
1 个回复 - 881 次查看 【作者(必填)】 【文题(必填)】VALUE-AT-RISK COMPUTATIONS IN STOCHASTIC VOLATILITY MODELS USING SECOND-ORDER WEAK APPROXIMATION SCHEMES 【年份(必填)】EVA LüTKEBOHMERT and LYDIENNE MATCHIE 【全 ...2014-10-27 22:32 - ssylzz - 求助成功区
Estimating the Parameters of Stochastic Volatility Models Using Option Price Dat
1 个回复 - 841 次查看 【作者(必填)】A. S. Hurna, K. A. Lindsaya & A. J. McClellandb 【文题(必填)】Estimating the Parameters of Stochastic Volatility Models Using Option Price Data 【年份(必填)】 2015 【全文链接或数据库 ...2016-7-16 18:08 - hnhs100 - 求助成功区
1 个回复 - 841 次查看 【作者(必填)】A. S. Hurna, K. A. Lindsaya & A. J. McClellandb 【文题(必填)】Estimating the Parameters of Stochastic Volatility Models Using Option Price Data 【年份(必填)】 2015 【全文链接或数据库 ...2016-7-16 18:08 - hnhs100 - 求助成功区
Pricing Geometric Averaging Asian Call Option Under Stochastic Volatility Model
0 个回复 - 929 次查看 【作者(必填)】Li, Pengshi; Yang, Jianhui 【文题(必填)】Pricing Geometric Averaging Asian Call Option Under Stochastic Volatility Model 【年份(必填)】2016 【全文链接或数据库名称(选填)】http:// ...2016-7-13 15:23 - lipj - 文献求助专区
0 个回复 - 929 次查看 【作者(必填)】Li, Pengshi; Yang, Jianhui 【文题(必填)】Pricing Geometric Averaging Asian Call Option Under Stochastic Volatility Model 【年份(必填)】2016 【全文链接或数据库名称(选填)】http:// ...2016-7-13 15:23 - lipj - 文献求助专区
Calibrating and Pricing with a Stochastic-Local Volatility Model
4 个回复 - 1246 次查看 【作者(必填)】Tian, Zhu, Lee, Klebaner, Hamza 【文题(必填)】Calibrating and Pricing with a Stochastic-Local Volatility Model 【年份(必填)】2015 【全文链接或数据库名称(选填)】Journal of Derivati ...2016-6-29 16:28 - Bumboo - 文献求助专区
4 个回复 - 1246 次查看 【作者(必填)】Tian, Zhu, Lee, Klebaner, Hamza 【文题(必填)】Calibrating and Pricing with a Stochastic-Local Volatility Model 【年份(必填)】2015 【全文链接或数据库名称(选填)】Journal of Derivati ...2016-6-29 16:28 - Bumboo - 文献求助专区
Vladislav Soldatov:Bayesian Techniques for Discrete Stochastic Volatility
5 个回复 - 1169 次查看 SummaryReliable volatility forecasts are needed in many areas of finance, be it optionpricing, risk management or portfolio allocation. Mathematical models thatcapture temporal dependencies between th ...2016-5-23 00:31 - Nicolle - winbugs及其他软件专版
5 个回复 - 1169 次查看 SummaryReliable volatility forecasts are needed in many areas of finance, be it optionpricing, risk management or portfolio allocation. Mathematical models thatcapture temporal dependencies between th ...2016-5-23 00:31 - Nicolle - winbugs及其他软件专版
Stochastic Local Volatility
1 个回复 - 1032 次查看 【作者(必填)】Grigore Tataru, Travis Fisher 【文题(必填)】Stochastic Local Volatility 【年份(必填)】2010 【全文链接或数据库名称(选填)】Quantitative Development Group, Bloomberg. Version 1, Fe ...2016-5-30 18:55 - Bumboo - 求助成功区
1 个回复 - 1032 次查看 【作者(必填)】Grigore Tataru, Travis Fisher 【文题(必填)】Stochastic Local Volatility 【年份(必填)】2010 【全文链接或数据库名称(选填)】Quantitative Development Group, Bloomberg. Version 1, Fe ...2016-5-30 18:55 - Bumboo - 求助成功区
求文献 Approximating stochastic volatility by recombinant trees
2 个回复 - 604 次查看 【作者(必填)】Erdinç Akyıldırım, Yan Dolinsky, and H. Mete Soner 【文题(必填)】Approximating stochastic volatility by recombinant trees 【年份(必填)】 2014 【全文链接或数据库 ...2016-5-3 12:49 - weilinhy - 求助成功区
2 个回复 - 604 次查看 【作者(必填)】Erdinç Akyıldırım, Yan Dolinsky, and H. Mete Soner 【文题(必填)】Approximating stochastic volatility by recombinant trees 【年份(必填)】 2014 【全文链接或数据库 ...2016-5-3 12:49 - weilinhy - 求助成功区
Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps
1 个回复 - 651 次查看 【作者(必填)】C. Guardasoni and S. Sanfelici 【文题(必填)】Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps 【年份(必填)】2016 【全文链接或数据库名称(选填)】htt ...2016-4-11 23:21 - lipj - 求助成功区
1 个回复 - 651 次查看 【作者(必填)】C. Guardasoni and S. Sanfelici 【文题(必填)】Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps 【年份(必填)】2016 【全文链接或数据库名称(选填)】htt ...2016-4-11 23:21 - lipj - 求助成功区
Estimation for the change point of volatility in a stochastic differential
1 个回复 - 460 次查看 【作者(必填)】 Iacus, S. M. and N. Yoshida 【文题(必填)】 Estimation for the change point of volatility in a stochastic differential equation 【年份(必填)】 2012 【全文链接或数据库名称(选填)】2016-4-11 09:01 - mico123 - 求助成功区
1 个回复 - 460 次查看 【作者(必填)】 Iacus, S. M. and N. Yoshida 【文题(必填)】 Estimation for the change point of volatility in a stochastic differential equation 【年份(必填)】 2012 【全文链接或数据库名称(选填)】2016-4-11 09:01 - mico123 - 求助成功区
A Stochastic Volatility Model With Conditional Skewness
3 个回复 - 975 次查看 【作者(必填)】 Bruno Feunoua & Roméo Tédongapb 【文题(必填)】 A Stochastic Volatility Model With Conditional Skewness【年份(必填)】 2012 【全文链接或数据库名称(选填)】http://amstat.tandfonline ...2015-12-4 12:58 - internet.hzx - 求助成功区
3 个回复 - 975 次查看 【作者(必填)】 Bruno Feunoua & Roméo Tédongapb 【文题(必填)】 A Stochastic Volatility Model With Conditional Skewness【年份(必填)】 2012 【全文链接或数据库名称(选填)】http://amstat.tandfonline ...2015-12-4 12:58 - internet.hzx - 求助成功区
A Stochastic Volatility Model With Conditional Skewness
2 个回复 - 603 次查看 【作者(必填)】 Bruno Feunoua & Roméo Tédongapb 【文题(必填)】 A Stochastic Volatility Model With Conditional Skewness【年份(必填)】 2012 【全文链接或数据库名称(选填)】http://amstat.tandfonline. ...2016-4-7 18:57 - internet.hzx - 求助成功区
2 个回复 - 603 次查看 【作者(必填)】 Bruno Feunoua & Roméo Tédongapb 【文题(必填)】 A Stochastic Volatility Model With Conditional Skewness【年份(必填)】 2012 【全文链接或数据库名称(选填)】http://amstat.tandfonline. ...2016-4-7 18:57 - internet.hzx - 求助成功区
Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jump
3 个回复 - 1029 次查看 【作者(必填)】C. Guardasoni and S. Sanfelici 【文题(必填)】Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps 【年份(必填)】2016 【全文链接或数据库名称(选填)】htt ...2016-3-5 14:42 - lipj - 求助成功区
3 个回复 - 1029 次查看 【作者(必填)】C. Guardasoni and S. Sanfelici 【文题(必填)】Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps 【年份(必填)】2016 【全文链接或数据库名称(选填)】htt ...2016-3-5 14:42 - lipj - 求助成功区
Heston-Type Stochastic Volatility with a Markov Switching Regime
1 个回复 - 678 次查看 【作者(必填)】Robert J. Elliott1, Katsumasa Nishide2, 【文题(必填)】Heston-Type Stochastic Volatility with a Markov Switching Regime 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://on ...2016-2-18 17:31 - hnhs100 - 求助成功区
1 个回复 - 678 次查看 【作者(必填)】Robert J. Elliott1, Katsumasa Nishide2, 【文题(必填)】Heston-Type Stochastic Volatility with a Markov Switching Regime 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://on ...2016-2-18 17:31 - hnhs100 - 求助成功区
Stochastic Volatility or Stochastic Central Tendency
1 个回复 - 877 次查看 【作者(必填)】 [*]Craig A. WilsonAffiliated withEdwards School of Business, University of Saskatchewan Email author [*], Robert J. ElliottAffiliated withHaskayne School of Business, Scurfield Hall, ...2016-2-18 17:28 - hnhs100 - 求助成功区
1 个回复 - 877 次查看 【作者(必填)】 [*]Craig A. WilsonAffiliated withEdwards School of Business, University of Saskatchewan Email author [*], Robert J. ElliottAffiliated withHaskayne School of Business, Scurfield Hall, ...2016-2-18 17:28 - hnhs100 - 求助成功区
stochvol: Efficient Bayesian Inference for Stochastic Volatility (SV) Models
0 个回复 - 1691 次查看 stochvol: Efficient Bayesian Inference for Stochastic Volatility (SV) ModelsThis package provides efficient algorithms for fully Bayesian estimation of stochastic volatility (SV) models via Markov cha ...2014-7-7 22:51 - Nicolle - winbugs及其他软件专版
0 个回复 - 1691 次查看 stochvol: Efficient Bayesian Inference for Stochastic Volatility (SV) ModelsThis package provides efficient algorithms for fully Bayesian estimation of stochastic volatility (SV) models via Markov cha ...2014-7-7 22:51 - Nicolle - winbugs及其他软件专版
Beyond Stochastic Volatility and Jumps in Returns and Volatility
1 个回复 - 613 次查看 【作者(必填)】 Garland Durhama & Yang-Ho Parkb 【文题(必填)】 Beyond Stochastic Volatility and Jumps in Returns and Volatility【年份(必填)】 2011 【全文链接或数据库名称(选填)】http://amstat.tan ...2015-12-4 13:23 - internet.hzx - 文献求助专区
1 个回复 - 613 次查看 【作者(必填)】 Garland Durhama & Yang-Ho Parkb 【文题(必填)】 Beyond Stochastic Volatility and Jumps in Returns and Volatility【年份(必填)】 2011 【全文链接或数据库名称(选填)】http://amstat.tan ...2015-12-4 13:23 - internet.hzx - 文献求助专区
Heavy-tailed-distributed threshold stochastic volatility models in financial
1 个回复 - 914 次查看 【作者(必填)】Chen, C.W.S., Liu, F.C., So, M.K.P. 【文题(必填)】Heavy-tailed-distributed threshold stochastic volatility models in financial time series 【年份(必填)】2008 【全文链接或数据库名 ...2015-9-26 16:42 - 我来了 - 求助成功区
1 个回复 - 914 次查看 【作者(必填)】Chen, C.W.S., Liu, F.C., So, M.K.P. 【文题(必填)】Heavy-tailed-distributed threshold stochastic volatility models in financial time series 【年份(必填)】2008 【全文链接或数据库名 ...2015-9-26 16:42 - 我来了 - 求助成功区
[转帖]Heston Stochastic Volatility
3 个回复 - 2919 次查看 贡献， web calculator of heston stochastic volatility by closed form and Monte Carlo simulation. http://www.mathfinance.cn/software-description.php?id=46 [此贴子已经被作者于2007-4-6 17:01:38编辑 ...2007-4-6 16:56 - tigergb - MATLAB等数学软件专版
3 个回复 - 2919 次查看 贡献， web calculator of heston stochastic volatility by closed form and Monte Carlo simulation. http://www.mathfinance.cn/software-description.php?id=46 [此贴子已经被作者于2007-4-6 17:01:38编辑 ...2007-4-6 16:56 - tigergb - MATLAB等数学软件专版
Calibrating and Pricing with a Stochastic-Local Volatility Model
2 个回复 - 1533 次查看 【作者(必填)】Yu Tian, Zili Zhu, Geoffrey Lee, Fima Klebaner, and Kais Hamza 【文题(必填)】 Calibrating and Pricing with a Stochastic-Local Volatility Model 【年份(必填)】 Spring 2015, Vol. 22, ...2015-6-8 12:20 - ssylzz - 求助成功区
2 个回复 - 1533 次查看 【作者(必填)】Yu Tian, Zili Zhu, Geoffrey Lee, Fima Klebaner, and Kais Hamza 【文题(必填)】 Calibrating and Pricing with a Stochastic-Local Volatility Model 【年份(必填)】 Spring 2015, Vol. 22, ...2015-6-8 12:20 - ssylzz - 求助成功区
Pricing of geometric Asian options under Heston's stochastic volatility model
1 个回复 - 1058 次查看 【作者(必填)】 【文题(必填)】Pricing of geometric Asian options under Heston's stochastic volatility model 【年份(必填)】 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/ ...2015-6-10 04:29 - ssylzz - 求助成功区
1 个回复 - 1058 次查看 【作者(必填)】 【文题(必填)】Pricing of geometric Asian options under Heston's stochastic volatility model 【年份(必填)】 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/ ...2015-6-10 04:29 - ssylzz - 求助成功区
VaR/CVaR ESTIMATION UNDER STOCHASTIC VOLATILITY MODELS
2 个回复 - 857 次查看 【作者(必填)】CH Han，WH Liu，TY Chen 【文题(必填)】VaR/CVaR ESTIMATION UNDER STOCHASTIC VOLATILITY MODELS 【年份(必填)】2014 【全文链接或数据库名称(选填)】http://www.worldscientific.com/doi/ ...2015-5-13 12:31 - lipj - 求助成功区
2 个回复 - 857 次查看 【作者(必填)】CH Han，WH Liu，TY Chen 【文题(必填)】VaR/CVaR ESTIMATION UNDER STOCHASTIC VOLATILITY MODELS 【年份(必填)】2014 【全文链接或数据库名称(选填)】http://www.worldscientific.com/doi/ ...2015-5-13 12:31 - lipj - 求助成功区
求Option Valuation Under Stochastic Volatility
3 个回复 - 4549 次查看 哪位大哥上传一下,好书能卖好价格. Option Valuation Under Stochastic Volatility: With Mathematica Code by Alan L. Lewis (Author) Paperback: 350 pages Publisher: Finance Press (February 1, 2000) ...2008-2-11 04:24 - fengyun8323 - 金融学（理论版）
3 个回复 - 4549 次查看 哪位大哥上传一下,好书能卖好价格. Option Valuation Under Stochastic Volatility: With Mathematica Code by Alan L. Lewis (Author) Paperback: 350 pages Publisher: Finance Press (February 1, 2000) ...2008-2-11 04:24 - fengyun8323 - 金融学（理论版）
Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivativ
6 个回复 - 3034 次查看 Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives (Mathematics, Finance & Risk) Jean-Pierre Fouque (Author), George Papanicolaou (Author), Ronnie Sircar (Author), ...2012-10-24 13:05 - martinnyj - 金融学（理论版）
6 个回复 - 3034 次查看 Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives (Mathematics, Finance & Risk) Jean-Pierre Fouque (Author), George Papanicolaou (Author), Ronnie Sircar (Author), ...2012-10-24 13:05 - martinnyj - 金融学（理论版）
求文献Maximum likelihood approach for several stochastic volatility models
2 个回复 - 660 次查看 题目：Maximum likelihood approach for several stochastic volatility models 作者 Jordi Camprodon, Josep Perelló 发表日期 2012/8/1 期刊 Journal of Statistical Mechanics: Theory and Experime ...2015-3-12 23:25 - weilinhy - 求助成功区
2 个回复 - 660 次查看 题目：Maximum likelihood approach for several stochastic volatility models 作者 Jordi Camprodon, Josep Perelló 发表日期 2012/8/1 期刊 Journal of Statistical Mechanics: Theory and Experime ...2015-3-12 23:25 - weilinhy - 求助成功区
求文献Option pricing under stochastic volatility
1 个回复 - 895 次查看 the exponential Ornstein–Uhlenbeck model 作者 Josep Perelló, Ronnie Sircar, Jaume Masoliver 发表日期 2008/6/1 期刊 Journal of Statistical Mechanics: Theory and Experiment 卷号 2008 ...2015-3-12 23:21 - weilinhy - 求助成功区
1 个回复 - 895 次查看 the exponential Ornstein–Uhlenbeck model 作者 Josep Perelló, Ronnie Sircar, Jaume Masoliver 发表日期 2008/6/1 期刊 Journal of Statistical Mechanics: Theory and Experiment 卷号 2008 ...2015-3-12 23:21 - weilinhy - 求助成功区
stochastic volatility模型的matlab代码?
2 个回复 - 2603 次查看 请问谁有估计stochastic volatility模型的matlab code, 有的话希望能分享一下，我的email是 kun.kzhang@gmail.com.多谢您!!! [此贴子已经被作者于2008-8-12 16:15:23编辑过]2008-8-12 00:50 - google3344 - MATLAB等数学软件专版
2 个回复 - 2603 次查看 请问谁有估计stochastic volatility模型的matlab code, 有的话希望能分享一下，我的email是 kun.kzhang@gmail.com.多谢您!!! [此贴子已经被作者于2008-8-12 16:15:23编辑过]2008-8-12 00:50 - google3344 - MATLAB等数学软件专版
Stochastic Volatility With an Ornstein–Uhlenbeck Process: An Extension
1 个回复 - 991 次查看 【作者(必填)】Rainer Schöbel and Jianwei Zhu* 【文题(必填)】Stochastic Volatility With an Ornstein–Uhlenbeck Process: An Extension 【年份(必填)】Review of Finance Volume 3, Issue 1Pp. 23-46. ...2015-2-8 01:15 - ssylzz - 求助成功区
1 个回复 - 991 次查看 【作者(必填)】Rainer Schöbel and Jianwei Zhu* 【文题(必填)】Stochastic Volatility With an Ornstein–Uhlenbeck Process: An Extension 【年份(必填)】Review of Finance Volume 3, Issue 1Pp. 23-46. ...2015-2-8 01:15 - ssylzz - 求助成功区
ghA closed-form solution for options with stochastic volatility with application
1 个回复 - 762 次查看 【作者(必填)】 【文题(必填)】A closed-form solution for options with stochastic volatility with applications 【年份(必填)】 【全文链接或数据库名称(选填)】http://rfs.oxfordjournals.org/conten ...2015-2-8 00:22 - ssylzz - 求助成功区
1 个回复 - 762 次查看 【作者(必填)】 【文题(必填)】A closed-form solution for options with stochastic volatility with applications 【年份(必填)】 【全文链接或数据库名称(选填)】http://rfs.oxfordjournals.org/conten ...2015-2-8 00:22 - ssylzz - 求助成功区
