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Log-normal Stochastic Volatility Model with Quadratic Drift
41/41 checkable references clean · checked 2026-08-28
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 41 checked references that resolve
resolves10.1080/14697688.2019.1642506
Exponentiation of conditional expectations under stochastic volatility
resolves10.1016/j.spl.2012.10.034
Strong order one convergence of a drift implicit Euler scheme: Application to the CIR process
resolves10.1016/j.jfineco.2005.09.005
Estimation of continuous-time models with an application to equity volatility dynamics
resolves10.1017/S0022109017000564
Leverage Effect, Volatility Feedback, and Self-Exciting Market Disruptions
resolves10.1137/15M1017788
An Explicit Euler Scheme with Strong Rate of Convergence for Financial SDEs with Non-Lipschitz Coefficients
resolves10.1093/rfs/hhq032
Volatility Dynamics for the S&P500: Evidence from Realized Volatility, Daily Returns, and Option Prices
resolves10.1007/s00780-012-0188-x
Polynomial processes and their applications to mathematical finance
resolves10.1080/14697688.2011.565789
Options on realized variance by transform methods: a non-affine stochastic volatility model
resolves10.1080/03610918008833154
On stochastic equations with respect to semimartingales I.<sup>†</sup>
resolves10.1239/jap/1014843075
Martingales versus PDEs in finance: an equivalence result with examples
resolves10.1093/rfs/6.2.327
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
resolves10.1007/978-1-4612-5698-4
Statistical Properties of the Generalized Inverse Gaussian Distribution
resolves10.1080/14697680600727547
Multiple time scales and the exponential Ornstein–Uhlenbeck stochastic volatility model
resolves10.1007/s00211-014-0606-4
First order strong approximations of scalar SDEs defined in a domain
resolves10.21314/JCF.2008.185
Pricing options on realized variance in the Heston model with jumps in returns and volatility
resolves10.21314/JCF.2012.240
Pricing options on realized variance in the Heston model with jumps in returns and volatility Part II. An approximate distribution of discrete variance
The 25 references without a DOI — listed, not checked
no DOI — not checkedHandbook of mathematical functions with formulas, graphs, and mathematical tables
no DOI — not checkedStochastic volatility orderly smiles
no DOI — not checkedref14
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no DOI — not checkedAffine diffusion processes: theory and applications
no DOI — not checkedref28
no DOI — not checkedManaging smile risk
no DOI — not checkedCalibration of local stochastic volatility models to market smiles
no DOI — not checkedref37
no DOI — not checkedBeta stochastic volatility model
no DOI — not checkedref40
no DOI — not checkedref43
no DOI — not checkedref44
no DOI — not checkedref45
no DOI — not checkedThe vol smile problem
no DOI — not checkedSPX, VIX and Scale-Invariant LSV Local Stochastic Volatility
no DOI — not checkedBTC inverse call and the standard fx framework
no DOI — not checkedValuation and Hedging of Cryptocurrency Inverse Options: With Backtest Simulations using Deribit Options Data
no DOI — not checkedref53
no DOI — not checkedOption pricing under stochastic volatility: the exponential Ornstein-Uhlenbeck model
no DOI — not checkedCalibrating and pricing with embedded local volatility models
no DOI — not checkedThe martingale property in the context of stochastic differential equations
no DOI — not checkedVariance swaps under no conditions
no DOI — not checkedA robust stochastic volatility model for interest rates
no DOI — not checkedWhat is a robust stochastic volatility model
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