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Heston model
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21	W H I T E P A P E R Zircon Adaptive Software on SGI Altix UV 1000 Add to Reading List Source URL: www.sgi.com Language: English - Date: 2010-12-07 16:28:53 Computing Altix Stochastic volatility Volatility OpenMP Heston model Option Implied volatility Quantitative analyst Mathematical finance Financial economics Finance
22	Time dependent Heston model E. Gobet Time dependent Heston model [removed] Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-24 16:47:44 Finance Mathematical sciences Equations Options Heston model Heston Louis Bachelier Black–Scholes Mathematical finance Stochastic processes Financial economics
23	Proceedings of the World Congress on Engineering 2011 Vol I WCE 2011, July 6 - 8, 2011, London, U.K. Pricing of Volatility Derivatives using 3/2Stochastic Models Joanna Goard Add to Reading List Source URL: www.iaeng.org Language: English - Date: 2011-05-08 20:24:43 Financial economics Variance swap VIX Stochastic volatility Volatility Heston model Implied volatility Geometric Brownian motion Autoregressive conditional heteroskedasticity Mathematical finance Statistics Finance
24	Local Volatility Pricing Models for Long-Dated FX Derivatives G. Deelstra, G. Rayee Universit´ e Libre de Bruxelles [removed] Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-20 11:40:29 Statistics Stochastic volatility Local volatility Heston model Volatility Hull–White model Implied volatility Foreign-exchange option Option Mathematical finance Financial economics Finance
25	On refined volatility smile expansion in the Heston model Stefan Gerhold (joint work with P. Friz, A. Gulisashvili, and S. Sturm) Vienna University of Technology, Austria Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-25 17:41:44 Investment Volatility smile Volatility Black–Scholes Heston model Logarithm Mathematical finance Financial economics Finance
26	Microsoft Word - Byelkina Levin - Extended Multi-factor Affine Heston Model - BFS 2010.doc Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-22 13:20:46 Economics Stochastic volatility Heston model Hull–White model Volatility Implied volatility Heston Variance swap VIX Mathematical finance Financial economics Finance
27	Motivation Model and Estimation Data Set Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-25 09:57:31 Stochastic volatility Volatility Heston model SVJ Autoregressive conditional heteroskedasticity Estimation theory Markov chain Normal distribution Mathematical finance Statistics Mathematical sciences
28	An Equity-Interest Rate Hybrid Model with Stochastic Volatility and the Interest Rate Smile Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-18 18:46:28 Investment Heston model Volatility Hull–White model Stochastic volatility Implied volatility Black–Scholes Model theory Mathematical finance Financial economics Finance
29	Stochastic Calculus of Heston’s Stochastic–Volatility Model Floyd B. Hansona Department of Mathematics, Statistics, and Computer Science University of Illinois at Chicago Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-09 08:37:44 Stochastic volatility Geometric Brownian motion Volatility Heston model Stochastic calculus Wiener process Brownian motion Fokker–Planck equation Heston Statistics Stochastic processes Mathematical finance
30	Discrete time hedging Ingredients Results Heston model Discrete Dynamic Strategies in Affine Models Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-20 13:17:49 Differential geometry Affine geometry Connection Mathematical finance Options Stochastic volatility