Stochastic Volatility Models used in Quantitative Finance

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QuantUniversity Summer School 2020 | Lecture 6: Stochastic Filtering and MCMC in Finance

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Przemysław Ryś - Markov Chain Monte Carlo methods in Machine Learning

Local Stochastic Volatility pricing of FX derivatives

Simon Breneis, Markovian approximations for rough volatility models

Animation of Stochastic Volatility Jump Diffusion (SVJD)

New Stochastic Volatility Models - Jörg Kienitz - Thursday 14 May 2020

Neil Chada - Improved efficiency of multilevel Monte Carlo for stochastic PDE

SVM_V1: Univariate Log-Normal Stochastic Volatility Model

Stochastic volatility

Lecture 2022-1 (31): Numerical Methods: Excursus: Stochastic, Local and Implied Volatility

2008 Methods Lecture, Mark Watson, "The Kalman filter, Nonlinear filtering, and Markov Chain..."

MM16B Markov Chains

Markov Switching Models | Switching Models in Econometrics, Part 1

PhD thesis defense | Hamiltonian Monte Carlo variants | National University of Singapore

Trading stock volatility with the Ornstein-Uhlenbeck process

What is weak and strong convergence in Monte Carlo pricing?