The numerical solution for pricing American options under stochastic volatility is considered. 考虑随机波动(SV)率下美式期权定价问题的数值模拟求解。
Non-linear Optimal Investment and Consumption Model with Stochastic Volatility(SV) 含有随机波动(SV)的非线性的最优投资和消费模型
The volatility of load time series is analyzed, and the short-term load forecasting based on SV ( Stochastic Volatility(SV) ) models is presented with the consideration of the time-varying characteristics. 研究了负荷时间序列波动性,考虑方差时变特征,提出了基于随机波动(SV)(SV)模型的短期负荷预测方法。
Minimal Entropy Martingale Measure and Utility Indifference Pricing in the Stochastic Volatility(SV) Model 随机波动(SV)率模型的最小熵鞅测度和效用无差别定价
In this paper, we extended the basic stochastic volatility models to a stochastic volatility models with ARMA ( 1,1 ) conditional heteroskedasticity and correlated errors. 我们首先提出了一个带ARMA(1,1)条件异方差相关的随机波动(SV)模型,它是基本的随机波动(SV)模型的一个自然的推广。