# Questions tagged [stochastic-volatility]

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### Intuition behind the benefits of Stochastic Local Volatility (SLV) models [duplicate]

There have been various posts on this topic, but they don't really discuss the intuition behind the benefits of the stochastic local volatility (SLV) models over normal stochastic volatility (SV) ...
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### Calibrating the Heston with the Levenberg-Marquardt algorithm

I am trying to implement the Levenberg-Marquardt algorithm similarly to Cui et al. Full and fast calibration of the Heston stochastic volatility model, 2017 here (although using a different method to ...
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### Efficient Method of Moments(EMM) for Stochastic volatility model

We are attempting to calibrate the parameters of the Heston model via EMM on historical stock price returns. However, we are first trying a simple stochastic volatility model using EMM. We have come ...
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### Calibration of $\rho$ in the heston model

When calibrating the Heston model, the gradient of the price of the call/cost function wrt $\rho$ (correlation between $S$ and $V$), is a lot less than the other parameters like $v_0$ and $\bar{v}$. ...
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### How calculate expectation and variation of stochastic integral Based on Heston model?

I was calculated Heston volatility model. But I think it is wrong. $dS_t = \mu dt + \sqrt V_t dW_t^s$ $dV_t = k(\theta - V_t)dt + \sigma \sqrt V_t dW_t^v$. $dW^s_t dW^v_t = \rho dt$ take integral to ...
In the paper Equivalent Black Volatilities, an peturbative solution is derived for the equivalent Black volatility of a vanilla call option under the dynamics $dF_t = a(t) A(F_t) dW_t$ by Taylor ...