scholarly journals PRACTICAL INVESTMENT STRATEGIES UNDER A MULTI-SCALE HESTON'S STOCHASTIC VOLATILITY MODEL

2017 ◽  
Vol 33 (1) ◽  
pp. 23-36
Author(s):  
Jai Heui Kim ◽  
Sotheara Veng
Keyword(s):  
Stochastic Volatility ◽  
Stochastic Volatility Model ◽  
Investment Strategies ◽  
Multi Scale ◽  
Volatility Model

An explicitly solvable multi-scale stochastic volatility model: Option pricing and calibration problems

2009 ◽  
Vol 29 (9) ◽  
pp. 862-893 ◽  
Author(s):  
Lorella Fatone ◽  
Francesca Mariani ◽  
Maria Cristina Recchioni ◽  
Francesco Zirilli
Keyword(s):  
Option Pricing ◽  
Stochastic Volatility ◽  
Stochastic Volatility Model ◽  
Multi Scale ◽  
Volatility Model

A non-Gaussian stochastic volatility model

1998 ◽  
Vol 2 (2) ◽  
pp. 33-47 ◽  
Author(s):  
Yuichi Nagahara ◽  
Genshiro Kitagawa
Keyword(s):  
Stochastic Volatility ◽  
Stochastic Volatility Model ◽  
Volatility Model ◽  
Non Gaussian
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