Browsing by Subject "Stochastic Volatility"

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  • Huang, Xin (2007-05-07)
    This dissertation consists of three related chapters that study financial market volatility, jumps and the economic factors behind them. Each of the chapters analyzes a different aspect of this problem. The first chapter ...
  • Yue, Tianyao (2012)
    <p>Numerical methods such as Monte Carlo method (MCM), finite difference method (FDM) and finite element method (FEM) have been successfully implemented to solve financial partial differential equations (PDEs). Sophisticated ...