A new approximate swaption formula in the LIBOR market model: an asymptotic expansion approach

By Kawai Atsushi  

Applied Mathematical Finance, Vol. 10, Iss. 1, 2003-01 ,pp. : 49-74

Routledge Ltd

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Forecasting volatility for the stock market: a new hybrid model

By Wang Yi-Hsien  

International Journal of Computer Mathematics, Vol. 85, Iss. 11, 2008-11 ,pp. : 1697-1707

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Market dynamics and stock price volatility

By Li H.   Rosser J.  

The European Physical Journal B - Condensed Matter, Vol. 39, Iss. 3, 2004-06 ,pp. : 409-413

Springer Publishing Company

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Pricing Volatility Swaps Under Heston's Stochastic Volatility Model with Regime Switching

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Applied Mathematical Finance, Vol. 14, Iss. 1, 2007-02 ,pp. : 41-62

Routledge Ltd

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Multiple time scales in volatility and leverage correlations: a stochastic volatility model

By Perelló Josep   Masoliver Jaume   Bouchaud Jean-Philippe  

Applied Mathematical Finance, Vol. 11, Iss. 1, 2004-03 ,pp. : 27-50

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