We overview different methods of modeling volatility of stock prices and exchange rates, focusing on their ability to … is the central topic of this study. We propose a detailed survey of recent volatility models, accounting for multiple … stochastic volatility model families and often borrow methodological tools from statistical physics. We compare their properties …

stated commitment to enforce the barrier, trader's anticipation of this action leads to a volatility of the exchange rate … of the conditional drift and volatility from the data. To the best of our knowledge, our results are the first to provide …