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Stochastic investment model
Results: 56

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51	Valuing American options in the presence of user-defined smiles and time-dependent volatility: scenario analysis, model stress and lower-bound pricing applications. Peter J¨ackel∗ Riccardo Rebonato† Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:24:32 Finance Investment Volatility smile Volatility Implied volatility Local volatility Stochastic volatility Black–Scholes Moneyness Financial economics Mathematical finance Options
52	Understanding Volatility Risk John Y. Campbell Harvard University EFMA Reading June[removed] Add to Reading List Source URL: www.efmaefm.org Language: English - Date: 2013-08-22 18:01:42 Investment Capital asset pricing model Beta Volatility Equity premium puzzle Stochastic volatility Hedge VIX Financial economics Mathematical finance Finance
53	A NON-LINEAR STOCHASTIC ASSET MODEL FOR ACTUARIAL USE BY S.P. WHITTEN & R.G. THOMAS ABSTRACT Add to Reading List Source URL: www.guythomas.org.uk Language: English - Date: 2012-12-12 07:31:25 Stochastic models Insurance Finance Wilkie investment model Autoregressive conditional heteroskedasticity Economic model Stochastic modelling Heteroscedasticity Stochastic investment model Statistics Time series analysis Econometrics
54	HOW CLOSE ARE THE OPTION PRICING FORMULAS OF BACHELIER AND BLACK-MERTON-SCHOLES? WALTER SCHACHERMAYER AND JOSEF TEICHMANN Add to Reading List Source URL: www.mat.univie.ac.at Language: English - Date: 2005-01-11 13:31:01 Options Investment Stochastic processes Equations Black–Scholes Normal distribution Implied volatility Hull–White model Volatility Financial economics Mathematical finance Finance
55	HOW CLOSE ARE THE OPTION PRICING FORMULAS OF BACHELIER AND BLACK-MERTON-SCHOLES? WALTER SCHACHERMAYER AND JOSEF TEICHMANN Add to Reading List Source URL: www.mat.univie.ac.at Language: English - Date: 2005-01-11 13:31:01 Options Investment Stochastic processes Equations Black–Scholes Normal distribution Implied volatility Hull–White model Volatility Financial economics Mathematical finance Finance
56	PDF Document Add to Reading List Source URL: www.ms.unimelb.edu.au Language: English - Date: 2008-02-03 18:57:11 Economics Financial markets Investment Pricing Stochastic processes Capital asset pricing model Pairs trade Stationary process Statistical arbitrage Financial economics Mathematical finance Finance

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