Stochastic Volatility

Views Updated: Dec 15, 2025

Key Facts

Abbreviation
SV
Pronunciation
/stoʊˈkæstɪk ˌvɑləˈtɪləti/
Category
Academic & Science
Related Field
Chemistry

Examples in Context

  1. The numerical solution for pricing American options under stochastic volatility is considered.
  2. Non-linear Optimal Investment and Consumption Model with Stochastic Volatility(SV)
  3. The volatility of load time series is analyzed, and the short-term load forecasting based on SV ( Stochastic Volatility(SV) ) models is presented with the consideration of the time-varying characteristics.
  4. Minimal Entropy Martingale Measure and Utility Indifference Pricing in the Stochastic Volatility(SV) Model
  5. In this paper, we extended the basic stochastic volatility models to a stochastic volatility models with ARMA ( 1,1 ) conditional heteroskedasticity and correlated errors.

Other meanings of SV

Sports Van Sports
s for Versicherung Misc
El Salvador Regional
Sindicato Vertical Intl
Swedish Regional
Schedule Variance Gov
Storage Violation Computing
Shenandoah Valley Railroad Regional
Super Value Business
Svensk Vinnare Business