{"id":"W1528407481","doi":"","title":"Stochastic volatility : selected readings","year":2005,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":335,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Stochastic volatility; Constant elasticity of variance model; Econometrics; Forward volatility; Implied volatility; Variance swap; Volatility smile; SABR volatility model; Economics; Volatility (finance); Volatility swap; Heston model","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03865281348708358,"score_gpt":0.2900465606180713,"score_spread":0.2513937471309877,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}