Annals of Finance
A Gaussian calculus for inference from high frequency data
Affine fractional stochastic volatility models
Displaced lognormal volatility skews: analysis and applications to stochastic volatility simulations
Estimation and pricing under long-memory stochastic volatility
Implied and realized volatility: empirical model selection
Level changes in volatility models
Option pricing under a stressed-beta model
Portfolio optimization in discrete time with proportional transaction costs under stochastic volatility
Statistical estimation of Lévy-type stochastic volatility models
Stochastic volatility and stochastic leverage
Symposium on stochastic volatility: an introductory overview