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On option pricing when volatility is proportional to stock priceWe study option pricing in local volatility model with volatility function proportional to stock
On option pricing in local volatility models using parallel computing volatility is a function of underlying asset value and time. To solve the problem, we use Monte Carlo method
ON DEEP LEARNING for OPTION PRICING in LOCAL VOLATILITY MODELS-Scholes-Merton partial differential equation for a European call option price, when model volatility is a function
Modeling of Financial Asset Prices with Hyperbolic-Sine Stochastic Model function) holds true. We also examine that Dupire formula correctly recovers volatility function from
On the Volatility Function in a Modified Dispersion Model with Constant Elasticity (CEV)The problem of definition the function of volatility in the modified dispersion model with constant
On Hyperbolic-Sine Local Volatility ModelWe study a local volatility model based on stochastic process of hyperbolic-sine type. We derive
ON ESTIMATION OF OPTION IN CEV LOCAL VOLATILITY MODELIn this paper, the problem of option evaluation in nonlinear models of local volatility, other than
OVERVIEW OF MODELS FOR STOCK MARKET VOLATILITY ANALYSIS AND FORECASTINGThe article discusses the phenomenon of volatility in the stock market. The most popular models
On Value-at-Risk and Expected Shortfall of Financial Asset with Stochastic Pricing is assumed to satisfy a given stochastic differential equation with diffusion coefficient being a function
Volatile and Intravenous Anesthetics for Brain Protection in Cardiac Surgery: Does the Choice of Anesthesia Matter? rate of postoperative neurologic complications. Moreover, despite the strong evidence that volatile
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