Stochastic volatility models have revolutionised the field of option pricing by allowing the volatility of an asset to vary randomly over time rather than remain constant. These models have ...

This paper examines the application of various stochastic volatility models to real data and demonstrates their effectiveness in calibrating a wide range of options, including those with short-term ...

We provide a simple, yet highly effective framework for forecasting return volatility by combining exponential generalized autoregressive conditional heteroscedasticity models with data on the range.

Volatility modeling is no longer just about pricing derivatives—it's the foundation for modern trading strategies, hedging precision, and portfolio optimization. Whether you're trading gold futures, ...

It was surely only a matter of time before someone applied the principles of Einstein’s general theory of relativity to options trading. Lyudmil Zyapkov, a senior quantitative analyst at Bank of ...

Whether the financial markets are turbulent or calm, the subject of volatility has been of great interest to quants for decades. Some of the pioneering research was published in the mid-1990s, ...

Implied volatility is a powerful but often misunderstood metric that plays a major role in options trading. Implied volatility doesn’t tell you what’s going to happen to an option’s price, but it ...

As stablecoins become more deeply integrated into cross-border payments and compliant financial systems, 2026 is widely seen ...

In today's rapidly changing economic landscape, resilience has become a cornerstone for businesses aiming to thrive amid volatility. I have found that the ability to quickly adapt to market changes, ...