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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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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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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His approach is to estimate volatility using an EGARCH model and employ leveraged funds to adjust portfolio leverage.

FORBES: Be A Volatility Bull

Although Silver Wheaton is not a mining company, its business model makes it very vulnerable to volatility in the prices of precious metals.

FORBES: How Bad Will Weak Prices Ding Silver Wheaton's Earnings?

Using a standardized measure, the model spits out a numerical ranking of volatility so investors can make apples-to-apples comparisons.

FORBES: Magazine Article