1
عمومی::
واریانس تصادفی
Throughout, we keep the term stochastic variance for σ 2(t).
The vector of factors X(t) driving the stochastic variance of the price process follows a Lévy-driven SDE, specified in (29), where LX(t) is a k-dimensional Lévy process.
driving the stochastic variance, D is a differential operator, and
CARMA(2, 1) model for the stochastic variance.
In Section 6.2 we concentrate on a CARMA(2, 1) process for the stochastic variance, which we parameterize as
واژگان شبکه مترجمین ایران