Stochastic volatility models have revolutionised the field of option pricing by allowing the volatility of an asset to vary randomly over time rather than remain constant. These models have ...
Volatility forecasting is a key component of modern finance, used in asset allocation, risk management, and options pricing. Investors and traders rely on precise volatility models to optimize ...
Bitcoin volatility is pushing investors toward diversified crypto allocation models to manage risk, stabilize returns, and ...
Volatility modeling is no longer just about pricing derivatives—it's the foundation for modern trading strategies, hedging precision, and portfolio optimization. Whether you're trading gold futures, ...
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From price speculation to stable returns, the daily yield model of the XRPstaking platform has attracted widespread attention.
After experiencing significant volatility, the cryptocurrency market has seen a strong rebound, with Bitcoin prices climbing back above the $70,000 ...
We extend the existing small-time asymptotics for implied volatilities under the Heston stochastic volatility model to the multifactor volatility Heston model, which is also known as the Wishart ...
This paper is devoted to the price–storage dynamics in natural gas markets. A novel stochastic path-dependent volatility model is introduced with path dependence in both price volatility and storage ...
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