Similar Items: Testing adaptive market efficiency under the assumption of stochastic volatility
- Pricing American/Bermudan-style Options under Stochastic Volatility
- Testing adaptive market efficiency in the presence of non-Gaussian uncertainties
- Implementation of Bivariate Unspanned Stochastic Volatility Models
- Pricing with Bivariate Unspanned Stochastic Volatility Models
- Local Stochastic Volatility—The Hyp-Hyp Model
- Modelling Equities with a Stochastic Volatility Jump Diffusion