An Implementation of Stochastic Volatility Model
碩士 === 國立臺灣大學 === 資訊管理學研究所 === 107 === Modeling volatility becomes crucial in financial applications ranging from risk management, asset allocation to option pricing. Stochastic volatility (SV) models are one of the volatility models that treat the variances as an unobserved component following a st...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/a438mx |