Stochastic volatility jump

In mathematical finance, the stochastic volatility jump (SVJ) model is suggested by Bates. This model fits the observed implied volatility surface well. The model is a Heston process with an added Merton log-normal jump.

单词	SVJ
释义	SVJ 英语百科 Stochastic volatility jump In mathematical finance, the stochastic volatility jump (SVJ) model is suggested by Bates. This model fits the observed implied volatility surface well. The model is a Heston process with an added Merton log-normal jump.
随便看	dished bottom tank dishedbottom tank dished cover dished diaphragm dished disc dished disk dished end dished end plate dished end plate boiler dished face dishedge dished head dished hoof dished lid dished mirror dished out dished patch dished pellet dished perforated plate dished plate dished plate fertilizer distributor dished plate U dished pocket dished riser dished section