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The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance
Lorella Fatone,
Francesca Mariani,
Maria Cristina Recchioni,
Francesco Zirilli
Open J. Appl. Sci.
Vol.4 No.2, February 20, 2014
DOI:
10.4236/ojapps.2014.42004
(PDF 352K)
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Pricing and Hedging in Stochastic Volatility Regime Switching Models
Stéphane Goutte
J. Math. Finance
Vol.3 No.1, February 26, 2013
DOI:
10.4236/jmf.2013.31006
(PDF 251K)
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Estimation of Stochastic Volatility with a Compensated Poisson Jump Using Quadratic Variation
Perpetual Saah Andam,
Joseph Ackora-Prah,
Sure Mataramvura
Appl. Math.
Vol.8 No.7, July 27, 2017
DOI:
10.4236/am.2017.87077
(PDF 537K)
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Some Explicit Formulae for the Hull and White Stochastic Volatility Model
Lorella Fatone,
Francesca Mariani,
Maria Cristina Recchioni,
Francesco Zirilli
Int. J. Mod .Nonlinear Theory Appl.
Vol.2 No.1, March 13, 2013
DOI:
10.4236/ijmnta.2013.21003
(PDF 2204K)
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Portfolio Optimization Problem with Delay under Cox-Ingersoll-Ross Model
Chunxiang A,
Yi Shao
J. Math. Finance
Vol.7 No.3, July 31, 2017
DOI:
10.4236/jmf.2017.73037
(PDF 2651K)
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