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Publications by Luitgard A. M. Veraart

Stochastic Volatility and Stochastic Leverage

Annals of Finance

English

Optimal Diversification in the Presence of Parameter Uncertainty for a Risk Averse Investor

SSRN Electronic Journal

English

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Nonparametric Stochastic Volatility

Econometric Theory

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Herding and Stochastic Volatility

SSRN Electronic Journal

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Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model With Leverage

Springer Proceedings in Mathematics and Statistics

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Pricing American Options Under Stochastic Volatility and Stochastic Interest Rates

Journal of Financial Economics

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Stochastic Volatility of Volatility in Continuous Time

SSRN Electronic Journal

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Bounds for Present Value Functions With Stochastic Interest Rates and Stochastic Volatility

Insurance: Mathematics and Economics

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Implied and Local Volatilities Under Stochastic Volatility

International Journal of Theoretical and Applied Finance

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Fractional Cointegration in Stochastic Volatility Models

Econometric Theory

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Multivariate Wishart Stochastic Volatility and Changes in Regime

AStA Advances in Statistical Analysis

Applied Mathematics

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