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Stochastic Volatility And Option Pricing
28 | RISKS AND REWARDS FEBRUARY 2010 S tochastic volatility models are now routinely used ... processes may may have any distribution, while if S is GBM then Stochastic Volatility and Option Pricing ...Description: Feature article discussing the use of stochastic volatility models in the pricing of investments and options.
Hide- Authors: Daniel Dufresne
- Date: Feb 2010
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Stochastic models