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Jumps and stochastic volatility in oil prices: Time series evidenceLARSSON, Karl; NOSSMAN, Marcus.Energy economics. 2011, Vol 33, Num 3, pp 504-514, issn 0140-9883, 11 p.Article

Une approche unifiée pour une forme exacte du prix d'une option dans les différents modèles a volatilité stochastique = A unified approach for an exact closed-form of option price in different models including stochastic volatilityLEBLANC, B.Stochastics and stochastics reports (Print). 1996, Vol 57, Num 1-2, pp 1-35, issn 1045-1129Article

Large-time asymptotics for an uncorrelated stochastic volatility modelFORDE, Martin.Statistics & probability letters. 2011, Vol 81, Num 8, pp 1230-1232, issn 0167-7152, 3 p.Article

Aggregation and memory of models of changing volatilityZAFFARONI, Paolo.Journal of econometrics. 2007, Vol 136, Num 1, pp 237-249, issn 0304-4076, 13 p.Article

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Humps in the volatility structure of the crude oil futures market: New evidenceCHIARELLA, Carl; KANG, Boda; SKLIBOSIOS NIKITOPOULOS, Christina et al.Energy economics. 2013, Vol 40, pp 989-1000, issn 0140-9883, 12 p.Article

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Estimation des paramètres d'un mélange de lois normales provenant d'un modèle saut-diffusion a volatilité stochastique a deux etats = Parameter estimation of normal distribution mixing from a jump-diffusion model with two-state stochastic volatilityZAMFIRESCU, N. S; CHILARESCU, C.Journal de la Société de statistique de Paris. 1998, Vol 139, Num 2, pp 61-86, issn 0037-914XArticle

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