We tackle the calibration of the Stochastic Local-Volatility (SLV) model. This is the class of financial models that combines the local volatility and stochastic volatility features and has been subject of the attention ...

In this paper, we analyzed the capacity of the local market to predict the realized volatility based on the implied volatilities of the options listed on the Bovespa index for the period of one month and three months, where ...

Do all investor types contribute equally to volatility formation? Although stock volatility should ideally originate only from fundamental innovations, it is embedded into prices through the trading process. We compare the ...

This study focuses on the presence of radon (Rn-222) and volatile organic compounds (VOCs) in soil gases at a gas station located in the city of Rio Claro, Sao Paulo, Brazil, where a fossil fuel leak occurred. The spatial ...