Stochastic Volatility Models: Methods of Pricing, Hedging and Estimation.- Sequential Monte Carlo Methods.- Parameter Estimation in the Heston Model.- Fractional Ornstein-Uhlenbeck Processes, Levy-Ornstein-Uhlenbeck Processes and Fractional Levy-Ornstein-Uhlenbeck Processes.- Inference for General Semimartingales and Selfsimilar Processes.- Estimation in Gamma-Ornstein-Uhlenbeck Stochastic Volatility Model.- Berry-Esseen Inequalities for the Functional Ornstein-Uhlenbeck-Inverse-Gaussian Process.- Maximum Quasi-likelihood Estimation in Fractional Levy Stochastic Volatility Model.- Estimation in Barndorff-Neilsen-Shephard Ornstein-Uhlenbeck Stochastic Volatility Model.- Parameter Estimation in Student Ornstein-Uhlenbeck Model.- Berry-Esseen Asymptotics for Pearson Diffusions.- Bayesian Maximum Likelihood Estimation in Fractional Stochastic Volatility Models.- Berry-Esseen-Stein-Malliavin Theory for Fractional Ornstein-Uhlenbeck Process.- Approximate Maximum Likelihood Estimation for Sub-fractional Hybrid Stochastic Volatility Model.- Appendix.
