Matching non-synchronous observations in derivative markets: choosing windows and efficient estimators

By Hilliard Jimmy E.   Hilliard Jitka  

Quantitative Finance, Vol. 12, Iss. 1, 2012-01 ,pp. : 49-60

Routledge Ltd

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Extension of stochastic volatility equity models with the Hull–White interest rate process

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Quantitative Finance, Vol. 12, Iss. 1, 2012-01 ,pp. : 89-105

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On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility

By Alòs Elisa   León Jorge   Vives Josep  

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Stochastic volatility and option pricing with long-memory in discrete and continuous time

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Quantitative Finance, Vol. 12, Iss. 4, 2012-04 ,pp. : 635-649

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Stochastic volatility and time-varying country risk in emerging markets

By Johansson Anders  

The European Journal of Finance, Vol. 15, Iss. 3, 2009-04 ,pp. : 337-363

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