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Stochastic volatility is the main concept used in the fields of financial economics and mathematical finance to deal with time-varying volatility in financial markets. This work brings together some of the main papers that have influenced this field, and shows that the development of this subject has been highly multidisciplinary.

AA / International- internationaal --- 305.91 --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles. --- Stochastic processes. --- Finance --- Money market --- Capital market --- Money markets --- Financial institutions --- Money --- Random processes --- Probabilities --- Mathematical models. --- Stochastic processes --- Mathematical models --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles --- E-books --- Finance - Mathematical models. --- Money market - Mathematical models --- Capital market - Mathematical models --- Stochastic analysis. --- Econometric models.