Then ARCH model is well discussed and the stochastic volatility model is introduced.
之后详细讨论了ARCH模型及其扩展形式，并对随机波动率模型做了简单介绍。
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。
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。
The Stochastic Volatility models (SV model) is a kind of time series model which can reflect fluctuation that can not be observed directly.
随机波动(SV)模型是一种重要的具有隐性波动的时间序列模型。
The results indicated that in these two types of models, the EGARCH-M model and the leverage stochastic volatility model had better fitting results.
拟合结果表明，在两类模型中egarch - M模型和杠杆随机波动模型具有较好的拟合效果。
Stochastic volatility model is one of the most important models in describing the volatility of financial market and its parameter estimation is a hot topic in this area.
随机波动模型作为金融市场波动量化研究的一种重要模型，其参数估计问题是近十余年来该领域的研究热点。
The author further compares the ASVJD model with the Geometric Brownian model, CKLS model, Geometric Brownian with Jump model and the Affine Stochastic Volatility model in demonstration.
同时，分别将其与几何布朗运动模型、CKLS模型、带跳跃的几何布朗运动模型和仿射随机波动模型进行了比较研究。
Empirical results on Chinese stock market indicate that stochastic volatility model based on the two index outperforms those based on one index in capturing volatility character and market risk.
利用中国股市数据进行的实证结果表明，与单测度指标的随机波动率模型相比，基于两个测度指标的随机波动率模型能更好地描述股票市场波动率和市场波动风险。
It builds up a stochastic volatility interest rate term structure model to describe the behavior of financial market repo rate of national debt in China.
建立描述中国金融市场国债回购利率行为的随机波动利率期限结构模型。
Considering a financial market with risky stocks and riskless bond, we describe the stochastic model of stock prices with stochastic volatility.
在考虑一个带有股票和债券的金融市场后，本文提出了一个具随机波动率的股票价格的随机微分方程模型。
The other is that the volatility is assumed to be stochastic and the price of the underlying asset is a levy process, namely we can further promote the model on the basis of the first one.
假设波动率是随机的，且资产价格服从l evy过程，即在前述模型基础上作了进一步推广。
The other is that the volatility is assumed to be stochastic and the price of the underlying asset is a levy process, namely we can further promote the model on the basis of the first one.
假设波动率是随机的，且资产价格服从l evy过程，即在前述模型基础上作了进一步推广。
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