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Stochastic volatility
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Exploring the optimal Transformation for Volatility
Keyword:
Empirical Bayes
,
Box-Cox transformation
,
Bayes
,
Stochastic volatility
, and
Metropolis-Hastings algorithm
Creator:
Volfson, Alexander
Advisor:
Nandram, Balgobin
Publisher:
Worcester Polytechnic Institute
Date Created:
2010-04-29
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
A Preliminary View of Calculating Call Option Prices Utilizing Stochastic Volatility Models
Keyword:
Option Pricing
,
Stochastic volatility
, and
CIR Model
Creator:
shen, karl
Advisor:
Sayit, Hasanjan
Publisher:
Worcester Polytechnic Institute
Date Created:
2009-04-29
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
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Creator
Volfson, Alexander
1
shen, karl
1
Advisor
Nandram, Balgobin
1
Sayit, Hasanjan
1
Contributor
Nandram, Balgobin
1
Sayit, Hasanjan
1
Unit (Department)
Mathematical Sciences
2
Publisher
Worcester Polytechnic Institute
2
Resource type
Report
1
Thesis
1
