Pricing of Multi-Defaultable Bonds with a Two-Correlated-Factor Hull-White Model

By Tchuindjo Leonard  

Applied Mathematical Finance, Vol. 14, Iss. 1, 2007-02 ,pp. : 19-39

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

By Elliott Robert   Siu Tak Kuen   Chan Leunglung  

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

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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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Stochastic Volatility Model with Time‐dependent Skew

By Piterbarg Vladimir  

Applied Mathematical Finance, Vol. 12, Iss. 2, 2005-06 ,pp. : 147-185

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A Note on the Discontinuity Problem in Heston's Stochastic Volatility Model

By Guo Jia-Hau   Hung Mao-Wei  

Applied Mathematical Finance, Vol. 14, Iss. 4, 2007-09 ,pp. : 339-345

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