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https://researchwith.stevens.edu/en/publications/equilibrium-pricing-of-bitcoin-options-with-stochastic-volatility/
Equilibrium Pricing of Bitcoin Options With Stochastic Volatility, Jumps, and Liquidity Risk -...
stochastic volatility
liquidity risk
equilibrium
pricing
bitcoin
https://open.metu.edu.tr/handle/11511/51649
Computation of option greeks under hybrid stochastic volatility models via Malliavin calculus
option greeks
stochastic volatility
malliavin calculus
computation
hybrid
https://research.utwente.nl/en/publications/robust-nonlinear-filtering-of-stochastic-volatility-in-finance/
Robust nonlinear filtering of stochastic volatility in finance - University of Twente Research...
stochastic volatility
robust
nonlinear
filtering
finance
https://iris.uniroma3.it/handle/11590/190587
Option pricing with vanishing stochastic volatility
option pricing
stochastic volatility
vanishing
https://www.sciencepublishinggroup.com/article/10.11648/j.acm.20170605.11
Pricing European Put Option in a Geometric Brownian Motion Stochastic Volatility Model, Applied and...
Stochastic volatility models were introduced because option prices have been mis-priced using Black-Scholes model. In this work, focus is made on pricing...
european put option
geometric brownian motion
stochastic volatility
pricing
model
https://www.researchwithnj.com/en/publications/portfolio-optimization-and-stochastic-volatility-asymptotics/
PORTFOLIO OPTIMIZATION AND STOCHASTIC VOLATILITY ASYMPTOTICS - New Jersey Research Community
portfolio optimization
stochastic volatility
new jersey
research community
asymptotics
https://cvgmt.sns.it/paper/2432/
cvgmt: Large deviations for some fast stochastic volatility models by viscosity methods
large deviations
for some
stochastic volatility
fast
models
https://umu.diva-portal.org/smash/record.jsf?pid=diva2:1958838
Optimal logarithmic utility and optimal portfolios for an insider in a stochastic volatility market
for an
stochastic volatility
optimal
logarithmic
utility
https://iris.unito.it/handle/2318/20497
A new jump-diffusion model and performances of affine stochastic volatility models for equity...
a new
jump diffusion
stochastic volatility
model
performances
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https://ir.cwi.nl/pub/28585
Centrum Wiskunde & Informatica: Pricing and calibration with stochastic local volatility models in...
local volatility
centrum
wiskunde
informatica
pricing
https://www.risk.net/topics/stochastic-local-volatility-slv
Stochastic local volatility (SLV) news and analysis articles - Risk.net
Latest Stochastic local volatility (SLV) articles on risk management, derivatives and complex finance
local volatility
stochastic
slv
news
analysis