| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Affine fractional stochastic volatility models
|
Comte, F.
|
|
2010
|
8 |
2-3 |
p. 337-378
|
artikel
|
| 2 |
A Gaussian calculus for inference from high frequency data
|
Mykland, Per A.
|
|
2010
|
8 |
2-3 |
p. 235-258
|
artikel
|
| 3 |
Displaced lognormal volatility skews: analysis and applications to stochastic volatility simulations
|
Lee, Roger
|
|
2009
|
8 |
2-3 |
p. 159-181
|
artikel
|
| 4 |
Estimation and pricing under long-memory stochastic volatility
|
Chronopoulou, Alexandra
|
|
2010
|
8 |
2-3 |
p. 379-403
|
artikel
|
| 5 |
Implied and realized volatility: empirical model selection
|
Zhang, Lan
|
|
2010
|
8 |
2-3 |
p. 259-275
|
artikel
|
| 6 |
Level changes in volatility models
|
Craioveanu, Mihaela
|
|
2010
|
8 |
2-3 |
p. 277-308
|
artikel
|
| 7 |
Option pricing under a stressed-beta model
|
Fouque, Jean-Pierre
|
|
2009
|
8 |
2-3 |
p. 183-203
|
artikel
|
| 8 |
Portfolio optimization in discrete time with proportional transaction costs under stochastic volatility
|
Kim, Ha-Young
|
|
2010
|
8 |
2-3 |
p. 405-425
|
artikel
|
| 9 |
Statistical estimation of Lévy-type stochastic volatility models
|
Figueroa-López, José E.
|
|
2010
|
8 |
2-3 |
p. 309-335
|
artikel
|
| 10 |
Stochastic volatility and stochastic leverage
|
Veraart, Almut E. D.
|
|
2010
|
8 |
2-3 |
p. 205-233
|
artikel
|
| 11 |
Symposium on stochastic volatility: an introductory overview
|
Viens, Frederi G.
|
|
2010
|
8 |
2-3 |
p. 151-157
|
artikel
|
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