stochastic volatility model 模型 ; 随机波动性模型
Stochastic Volatility Model with Jumps 率模型
constant volatility model 参数型固定波动率模型
Nonlinear Stochastic Volatility Model 非线性随机波动模型
Local Volatility Model 局部波动率模型
Markov regime switching volatility model 马尔可夫结构转换波动模型
General Deterministic Volatility Model 一般确定性波动模型
This paper deals with the minimal entropy martingale measure and utility indifference pricing concerning a stochastic volatility model.
本文研究了随机波动率模型的最小熵鞅测度和效用无差别定价。
参考来源 - 随机波动率模型的最小熵鞅测度和效用无差别定价·2,447,543篇论文数据，部分数据来源于NoteExpress
This paper orders option prices under different well known martingale measures in an incomplete stochastic volatility model.
基于不完备的随机波动率模型，本文给出了不同著名鞅测度下定价的大小顺序。
In this paper we propose to a stochastic volatility model based on daily returns and intra-daily high-low price range jointly.
本文引入了基于日内价格幅度与回报两个测度指标的随机波动率模型。
Aimed at this case, this paper try to construct a simple stochastic volatility model - volatility following a finite Markov chain.
针对这种情况，本文试图建立一种比较简单的随机波动率模型——波动率服从有限马氏链的模型。
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