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 ...

We establish a pathwise large deviation principle for affine stochastic volatility models introduced by Keller-Ressel (2011), and present an application to variance reduction for Monte Carlo ...

Change isn’t slowing down — smart companies are learning to turn volatility into opportunities instead of obstacles.

Citations: Todorov, Viktor, George Tauchen, Iaryna Grynkiv. 2011. Realized Laplace Transforms for Estimation of Jump Diffusive Volatility Models. Journal of Econometrics. (2)367-381.

LONDON, Sept. 30, 2025 (GLOBE NEWSWIRE) -- St Mary Capital has launched a volatility forecasting system. This new system is built to track and predict price changes across major asset classes. It ...

When traders talk about “the good old days” in currencies, they are usually reminiscing about quiet, range-bound markets with ...

The Bitcoin Implied Volatility Index has fallen to its lowest level since September 2023, hinting at a potential breakout. The short-term holder realized cap drawdown is at -8%, which is historically ...

Netflix Inc. (NASDAQ:NFLX) has been identified as a promising investment option by an analyst, demonstrating resilience amid market volatility. What Happened: The streaming giant’s digital, ...