Stochastic Volatility Models

Some articles on volatility, stochastic volatility models, stochastic, model:

Meta Stock - Indicators
... Relative Momentum Index Adaptive Relative Strength Index Adaptive Relative Volatility Index Adaptive r-Squared Adaptive Standard Deviation Adaptive Standard Error Adaptive TEMA Adaptive Time Series ...
Option (finance) - Valuation Models - Stochastic Volatility Models
... has been observed that market implied volatility for options of lower strike prices are typically higher than for higher strike prices, suggesting that volatility is stochastic ... Stochastic volatility models have been developed including one developed by S.L ... One principal advantage of the Heston model is that it can be solved in closed-form, while other stochastic volatility models require complex numerical methods ...

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