1
عمومی::
مدل نوسانات تصادفی
Simulation Methods for Lévy-Driven Continuous-Time Autoregressive Moving Average (CARMA) Stochastic Volatility Models
Within this setup, it is quite straightforward to generate simulations from a Lévy-driven continuous-time autoregres- sive moving average stochastic volatility model augmented by a pure-jump price component.
LÉVY-DRIVEN STOCHASTIC VOLATILITY MODELS
5.1 The Generic Stochastic Volatility Model
In this section we define the generic Lévy-driven stochastic volatility model.
واژگان شبکه مترجمین ایران