Produkt mají v nabídce:
Analytically Tractable Stochastic Stock Price Models - Gulisashvili, Archil
For instance, in the Hull-White model the volatility process is a geometric Brownian motion, the Stein-Stein model uses an Ornstein-Uhlenbeck process as the stochastic volatility, and in the Heston model a Cox-Ingersoll-Ross process governs the behavior of the volatility.
