Option Valuation under Stochastic Volatility II — Extended Excerpts

I wrote a column for Wilmott Magazine for a couple of years. Then I reprinted those columns in the second part of my book “Option Valuation under Stochastic Volatility II”. (The first part was 550 pages of new material).

Sometimes I get requests for those magazine articles. So this post will serve as a repository for those reprinted chapters that I’d like to make available more widely. I’ll update it from time to time.

The first one is a recent request for Ch.18, “American options under jump diffusions: an introduction“: Lewis.Vol2.Ch18

Update: Here is another one: a request for Ch. 22, “Volatility jump-diffusions“: Lewis.Vol2.Ch22

Update: Another one: a request for Ch 16, “Fear of Jumps“: Lewis.Vol2.Ch16

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