---
title: What Is a Robust Stochastic Volatility Model
url: https://www.ml-quant.com/papers/ssrn/4647027/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4647027
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4647027
featured: 2023-11-29
citations: 2
topic: Derivatives & Volatility
---


# What Is a Robust Stochastic Volatility Model

The article explores the use of stochastic volatility models in valuing derivative securities, highlighting the effectiveness of affine Heston and lognormal models.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4647027
- Identifier: SSRN 4647027
- Released: 2023-11-27
- First featured: Quant Letter No. 27 (2023-11-29): https://www.ml-quant.com/issues/2023-11-29/
- Citations (Semantic Scholar): 2
- Published in: not yet
- Topic: Derivatives & Volatility

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