Stochastic Volatility Models
Christian Ekstrand;
Stochastic Volatility Models
A natural generalization of the Black–Scholes model is to allow the volatility to be stochastic. This is motivated by the fact that a historical analysis shows that the volatility indeed behaves as if it was stochastic. In this chapter we consider various techniques for solving stochastic volatility models.
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These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
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