Master thesis stochastic volatility

Nov/Sun/2016 | Uncategorized

Option Pricing with Long Memory Stochastic Volatility

Stochastic Volatility Models in Option Pricing

Stochastic Volatility Models in Option Pricing

ANALYSIS OF STOCHASTIC AND NON-STOCHASTIC VOLATILITY

Hedging Exotic Options in Stochastic Volatility and Jump Diffusion

CHALMERS GOTEBORG UNIVERSITY

Value at Risk Using Stochastic Volatility Models - math

Hedging Exotic Options in Stochastic Volatility and Jump Diffusion

CHALMERS GOTEBORG UNIVERSITY

Value at Risk Using Stochastic Volatility Models - math

Option Pricing with Long Memory Stochastic Volatility

Value at Risk Using Stochastic Volatility Models - math

Option Pricing with Long Memory Stochastic Volatility

CHALMERS GOTEBORG UNIVERSITY

Value at Risk: GARCH vs Stochastic Volatility Models: Empirical Study

Option Valuation Under Stochastic Volatility

ANALYSIS OF STOCHASTIC AND NON-STOCHASTIC VOLATILITY

Stochastic Volatility Models in Option Pricing

CHALMERS GOTEBORG UNIVERSITY

Value at Risk Using Stochastic Volatility Models - math