SSRN-id1882567
SSRN-id2033323
Regimes of Volatility - Derman
Measuring risk in complex stochastic systems
Achieving Consistent Modeling Of VIX and Equities Derivatives
Knowledge series implied and realized volatility
Implied Vol Surface Parametrization.pdf
An Investigation of Heston and SVJ model during Financial Crises2751
Y Hilpisch Derivatives Analytics Excerpt
Bloomberg Svi 2013
1005101222333
