Learn about the volatility smile, a key concept in options trading that perplexes many investors, and how it impacts options ...

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 ...

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, ...

Bitcoin volatility is pushing investors toward diversified crypto allocation models to manage risk, stabilize returns, and improve long-term portfolio performance.

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 ...

Citations: Andersen, Torben Gustav, Tim Bollerslev. 1998. Answering the Skeptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts. International ...