Enthält:
Volatility Processes -- Stock Price Models with Stochastic Volatility -- Realized Volatility and Mixing Distributions -- Integral Transforms of Distribution Densities -- Asymptotic Analysis of Mixing Distributions -- Asymptotic Analysis of Stock Price Distributions -- Regularly Varying Functions and Pareto-Type Distributions -- Asymptotic Analysis of Option Pricing Functions -- Asymptotic Analysis of Implied Volatility -- More Formulas for Implied Volatility -- Implied Volatility in Models Without Moment Explosions.