Stochastic volatility

Field
Subfield
Domain
OpenAlex	C85393063

Smeal faculty

• Anh Le - score 1.2
• Jingzhi Huang - score 0.8
• Charles Cao - score 0.7

Papers

• Empirical Performance of Alternative Option Pricing Models (1997) - cites 2708
• Specification Analysis of Option Pricing Models Based on Time‐Changed Lévy Processes (2004) - cites 321
• Interest Rate Volatility and No-Arbitrage Affine Term Structure Models (2021) - cites 24
• Tractable Term-Structure Models (2021) - cites 0