Stochastic Volatility in Financial Markets: Crossing the Bridge to Continuous Time

List of figures. List of tables. Preface. 1. Introduction. 2. Continuous time behavior of non linear ARCH models. 3. Continuous time stochastic volatility option pricing: foundational issues. 4. Models of the term structure with stochastic volatility. 5. Formulating, solving and estimating models of the term structure using ARCH models as diffusion approximations. References. Index.