Some recent developments in stochastic volatility modelling. by Barndorff-Nielsen, O, Nicolato, E, Shephard, N

“…Here our main focus is on: (i) the relationship between subordination and stochastic volatility, (ii) OU based volatility models, (iii) exact option pricing, (iv) realised power variation and realised variance, (v) building multivariate models.…”