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- Estimating volatility of Chinese stock market by stochastic volatility model. 基于随机波动性模型的中国股市波动性估计。
- In this paper,A new markov chain monte carlo algorithm for estimating stochastic volatility model is given. 研究用马尔科夫链蒙特卡罗(MCMC)算法估计随机波动模型的参数问题.
- This paper deals with the equivalent martingale measures for the stochastic volatility model. 摘要研究了随机波动率模型的等价鞅测度。
- The volatility of Chinese stock market is estimated based on the stochastic volatility model and Bayesian analysis using MCMC. 本文具体的研究内容与结论总结如下：（1）基于随机波动性模型和MCMC的贝叶斯分析方法估计了中国股票市场的波动性。
- This paper deals with the minimal entropy martingale measure and utility indifference pricing concerning a stochastic volatility model. 摘要本文研究了随机波动率模型的最小熵鞅测度和效用无差别定价。
- Volatility Models: Constant Volatility Models, General Deterministic Volatility model, Hull & White Stochastic model of the Variance, Hoston Stochastic Volatility model. 波动模型：不断波动模型，一般确定性的波动模型，船体&白随机模型的差异， hoston随机波动模型。
- The single-factor models include the Vasicek model,the CIR model,and the CKLS model,ect. The two-factor models include the stochastic volatility model proposed by Gallant and Tanchen,and the stochastic mean model proposed by Balduzzi et al. 单因子短期利率模型包括Vasicek模型;CIR模型;CKLS模型等;两因子利率模型包括Gallant;Tanchen给出的随机波动率模型和Balduzzi等人的随机均值回复模型.
- Markov Switching Stochastic Volatility model MSSV模型
- nonlinear stochastic volatility model 非线性随机波动模型
- Utility indifference pricing and hedging to stochastic volatility model 随机波动率模型的效用无差别定价和套期保值策略
- stochastic volatility model 随机波动模型
- Analysis on Stochastic Volatility Models and Their Applications in Shanghai Stock Exchange 随机波动模型分析及其在上海股市的应用
- Considering a financial market with risky stocks and riskless bond, we describe the stochastic model of stock prices with stochastic volatility. 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.
- It builds up a stochastic volatility interest rate term structure model to describe the behavior of financial market repo rate of national debt in China. 摘要建立描述中国金融市场国债回购利率行为的随机波动利率期限结构模型。
- Stochastic Volatility models 随机波动（SV）模型
- The numerical solution for pricing American options under stochastic volatility is considered. 摘要考虑随机波动率下美式期权定价问题的数值模拟求解。
- Stochastic Volatility with Correlated Jumps Model 跳跃相关随机波动模型
- Historically an RCA model has been used to model the conditional mean of a time series, but it can also be viewed as a volatility model. 而我们最主要的诉求在于藉由改善传统最大化边界模型的一般化能力来改进分类学习的效果。
- Models with jumps or models with stochastic volatilities can not describe the distributing of stock price and return. 仅包括跳跃或仅包括随机波动的模型对于股价和收益分布的描述不是很理想。
- asymmetric stochastic volatility 非对称随机波动
