Deep learning is increasingly used in financial modeling, but its lack of transparency raises risks. Using the well-known Heston option pricing model as a benchmark, researchers show that global ...

Volatility forecasting is a key component of modern finance, used in asset allocation, risk management, and options pricing. Investors and traders rely on precise volatility models to optimize ...

Learn about Robert F. Engle III, a Nobel laureate credited with developing the ARCH model for analyzing financial market ...

We extend the existing small-time asymptotics for implied volatilities under the Heston stochastic volatility model to the multifactor volatility Heston model, which is also known as the Wishart ...

Volatility modeling is no longer just about pricing derivatives—it's the foundation for modern trading strategies, hedging precision, and portfolio optimization. Whether you're trading gold futures, ...

Bitcoin volatility is pushing investors toward diversified crypto allocation models to manage risk, stabilize returns, and ...

Some firms chase trends. UBS builds frameworks that endure. That mindset has shaped how UBS approaches the complex world of index design—grounded in research, tested through market cycles, and ...