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。
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