变量盯通常被称为股票价格的波动率 （stock price volatility），变量∥称为股票价格的预期收益率（expected rate to定理 定理1．1．2（Ito定理） 设G（x，t）是关于S两阶连续可微，关于t一阶可...
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股票价格的波动率是股票衍生品价格的决定性因素。
The volatility of stock price is a decisive factor in derivatives pricing.
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。
Considering a financial market with risky stocks and riskless bond, we describe the stochastic model of stock prices with stochastic volatility.
股票价格的频繁波动是股票市场最明显的特征之一，自回归条件异方差类模型可以很好地预测金融资产收益率的方差。
Frequent volatility is a feature of stock market. Autoregressive Conditional Heteroscedasticity (ARCH) model is often used to forecast the variance of the benefit of financial capitals.
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