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Stochastic volatility - Fast mean-reverting stochastic volatility processes in finance

机译：随机波动率-金融中的快速均值回复随机波动率过程

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NICOLAS GUIBERT;
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年度 2008
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正文语种 en
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1. Static Hedges of Barrier Options Under Fast Mean-Reverting Stochastic Volatility [J] . Huh Jeonggyu, Jeon Jaegi, Ma Yong-Ki Computational economics . 2020,第1期

机译：快速均值回复随机波动率下障碍期权的静态对冲
2. The Term Structure of Interest Rates Under Heath-Jarrow-Morton Models with Fast Mean-Reverting Stochastic Volatility [J] . Park Sang-Hyeon, Lee Min-Ku, Kim Jeong-Hoon Fluctuation and Noise Letters: FNL: An Interdisciplinary Scientific Journal on Random Processes in Physical, Biological and Technological Systems . 2016,第2期

机译：Heath-Jarrow-Morton模型下具有快速均值回复随机波动率的利率期限结构
3. Option price with stochastic volatility for both fast and slow mean-reverting regimes [J] . Zhang Q., Han J., Gao M. Comptes rendus. Mathematique . 2013,第9a10期

机译：快速和缓慢均值回复机制的随机波动期权价格
4. Filtering and Maximum Likelihood Methods in the Calibration of Some Stochastic Volatility Models of Mathematical Finance [C] . L. Fatone, F.Mariani, M.C. Recchioni, World congress on global optimization in engineering science;WCGO2009 . 2009

机译：某些数学金融随机波动率模型的标定中的滤波和最大似然法
5. Option-Pricing with Fast Mean-Reverting Stochastic Volatility Models [D] . Lorig, Matthew James 2011

机译：用快速均值恢复随机波动率模型的选项定价
6. Test data sets for calibration of stochastic and fractional stochastic volatility models [O] . Jan Pospíšil, Tomáš Sobotka 2016

机译：用于校准随机和分数随机波动率模型的测试数据集
7. Pricing vulnerable options under a jump-diffusion model with fast mean-reverting stochastic volatility [O] . Wan-Hua He, Chufang Wu, Jia-Wen Gu, 2021

机译：在跳跃扩散模型下定价脆弱的选择，具有快速均值的随机波动性

Stochastic volatility - Fast mean-reverting stochastic volatility processes in finance

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