Symposium on stochastic volatility: an introductory overview

We describe the context and summarize the contents of the ten contributions to the Symposium on Stochastic Volatility. These articles concentrate mainly on questions pertaining to option pricing under various uncertainty assumptions about market volatility. Tools from stochastic analysis and statistical inference are used to present solutions via explicit computations or numerical methods, with model estimation and calibration based on market and simulated data.