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- W4238079844 abstract "Stochastic volatility (SV) is the main concept used in the fields of financial economics and mathematical finance to deal with the endemic time-varying volatility and codependence found in financial markets. Here I trace the origins of SV and provide links with the basic models used today in the literature. I briefly discuss some of the innovations in the second generation of SV models and discuss the literature on conducting inference for SV models. I talk about the use of SV to price options, and consider the connection of SV with realized volatility." @default.
- W4238079844 created "2022-05-12" @default.
- W4238079844 creator A5047291984 @default.
- W4238079844 date "2008-01-01" @default.
- W4238079844 modified "2023-10-15" @default.
- W4238079844 title "Stochastic Volatility Models" @default.
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- W4238079844 doi "https://doi.org/10.1057/978-1-349-95121-5_2756-1" @default.
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