摘要翻译：
关于波动率模型和期权定价的文献是一个庞大而多样的领域，因为它的重要性和应用。本文综述了最重要的波动率模型和期权定价方法，从常数波动率模型一直到随机波动率模型。我们还调查了不太为人所知的模型，例如混合模型。我们解释了各种波动性类型（例如，实现的和隐含的波动性），并讨论了经验性质。
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英文标题：
《A Review of Volatility and Option Pricing》
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作者：
Sovan Mitra
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最新提交年份：
2009
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Pricing of Securities        证券定价
分类描述：Valuation and hedging of financial securities, their derivatives, and structured products
金融证券及其衍生产品和结构化产品的估值和套期保值
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英文摘要：
  The literature on volatility modelling and option pricing is a large and diverse area due to its importance and applications. This paper provides a review of the most significant volatility models and option pricing methods, beginning with constant volatility models up to stochastic volatility. We also survey less commonly known models e.g. hybrid models. We explain various volatility types (e.g. realised and implied volatility) and discuss the empirical properties.
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PDF链接：
https://arxiv.org/pdf/0904.1292