Analytically Tractable Stochastic Stock Price Models

Archil Gulisashvili ()
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Archil Gulisashvili: Ohio University

in Springer Finance from Springer, currently edited by Francesca Biagini, Bruno Bouchard, Mark Broadie, Paolo Guasoni, Charles-Albert Lehalle, Mathieu Rosenbaum

Date: 2012
Edition: 2012
ISBN: 978-3-642-31214-4
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Chapters in this book:

Ch Chapter 1 Volatility Processes

Archil Gulisashvili

Ch Chapter 10 More Formulas for Implied Volatility

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Ch Chapter 11 Implied Volatility in Models Without Moment Explosions

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Ch Chapter 2 Stock Price Models with Stochastic Volatility

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Ch Chapter 3 Realized Volatility and Mixing Distributions

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Ch Chapter 4 Integral Transforms of Distribution Densities

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Ch Chapter 5 Asymptotic Analysis of Mixing Distributions

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Ch Chapter 6 Asymptotic Analysis of Stock Price Distributions

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Ch Chapter 7 Regularly Varying Functions and Pareto-Type Distributions

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Ch Chapter 8 Asymptotic Analysis of Option Pricing Functions

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Ch Chapter 9 Asymptotic Analysis of Implied Volatility

Archil Gulisashvili

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DOI: 10.1007/978-3-642-31214-4

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