Stochastic volatility model is a good class model to descript volatility.
随机波动率族模型是一类很好的描述波动性的模型。
参考来源 - 基于贝叶斯分析的厚尾和杠杆SV模型对中国股市的研究（研究生论文）·2,447,543篇论文数据，部分数据来源于NoteExpress
以上来源于: WordNet
The numerical solution for pricing American options under stochastic volatility is considered.
考虑随机波动率下美式期权定价问题的数值模拟求解。
It also is shown that mean reversion and stochastic volatility can have a major impact on derivative prices.
结果表明，均值回复和随机波动率在衍生品定价中起重要影响。
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。
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