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Computational Statistics, ISSN 0943-4062, 08/2019, pp. 1 - 24
Financial distress prediction models are much challenged in identifying a distressed company two or more years prior to the occurrence of its actual distress,... 
Volatility
Journal Article
Journal Article
Wilmott, ISSN 1540-6962, 05/2019, Volume 2019, Issue 101, pp. 16 - 17
This time we look at some recent work on volatilitly modelling. (It should really say non‐lognormality in the title, but that would make it a lot less pithy.) 
Volatility
Journal Article
Wilmott, ISSN 1540-6962, 05/2019, Volume 2019, Issue 101, pp. 2 - 3
This may represent the first example of an SV model combining exact solutions, GBM‐type volatility noise, and a stationary volatility density. 
Volatility
Journal Article
Wilmott, ISSN 1540-6962, 05/2019, Volume 2019, Issue 101, pp. 20 - 41
Alan Lewis discusses the background to the Extended Geometric Brownian Motion model introduced in this issue. 
Volatility
Journal Article
Wilmott, ISSN 1540-6962, 11/2018, Volume 2018, Issue 98, pp. 44 - 57
We combine singular perturbation techniques with an effective media argument to analyze the general Heston... 
Volatility
Journal Article
Wilmott, ISSN 1540-6962, 09/2018, Volume 2018, Issue 97, pp. 16 - 17
Aiming to correct some common misconceptions within the cubic spline and SVI fan clubs. 
Volatility
Journal Article
Journal of Financial Economics, ISSN 0304-405X, 2011, Volume 100, Issue 3, pp. 496 - 513
Journal Article
Advances in Materials Science and Engineering, ISSN 1687-8434, 01/2015, Volume 2015
  The error is "low volatility": it creates a conflict with the statement "developing low volatile" on the same page 8 (Section 3, second column, point (iii)).... 
Volatility
Journal Article