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National Repository of Grey Literature 1 records found  Search took 0.01 seconds. 
Option valuation models with stochastic volatility
 Šigut, Jiří ; Málek, Jiří (advisor) ; Hudec, Patrik (referee)
This work describes stochastic volatility models and application of such models for option pricing. Models for underlying asset and then pricing models for options with stochastic volatility are derived. Black-Scholes and Heston-Nandi models are compared in empirical part of this work.
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