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3 articles related to "Stochastic Volatility Models"

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Articles

Review

Published on 26 Sep 2024

Applications of fractional stochastic volatility models to market microstructure theory and optimal execution strategies

in Mathematical Finance

Abe Webb

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2024.1456746

3,770 views
1 citation

Original Research

Published on 17 May 2019

Applied Machine Learning for Stochastic Local Volatility Calibration

in AI in Finance

Jürgen Hakala

Frontiers in Artificial Intelligence

doi 10.3389/frai.2019.00004

10,016 views

Original Research

Published on 29 Apr 2020

Implied Volatility Structure in Turbulent and Long-Memory Markets

in Mathematical Finance

Josselin Garnier
Knut Sølna

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2020.00010

3,773 views
2 citations