Heston model

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51	Peter J¨ackel∗ and Christian Kahl† Hyp Hyp Hooray First version: This version: Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:12:05 Finance Volatility Implied volatility Local volatility Stochastic volatility Stochastic differential equation Heston model Variance swap Log-normal distribution Mathematical finance Statistics Financial economics
52	A singular Variance Gamma expansion Peter J¨ackel∗ First version: 27th May 2009 This version: 10th September 2009 Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:24:44 Probability and statistics Gamma distribution Symbol Heston model Estimation theory Implied volatility Log-normal distribution Statistical theory Statistics Mathematical finance Mathematical analysis
53	Positive Stochastic Volatility Simulation Simon J.A. Malham & Anke Wiese Heriot–Watt University, Edinburgh Seminar at King’s College, London 30th November 2010 Add to Reading List Source URL: www.mth.kcl.ac.uk Language: English - Date: 2010-12-17 09:57:10 Markov chain Heston model Symbol Statistics Probability and statistics Normal distribution