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Then there is the problem of volatility.
Returning, however, to the original problem of volatility uncertainty in the financial models, one feels that G-Brownian motion is not sufficient to model the financial world, as both G- and the standard Brownian motion share the same property, which makes them often unsuitable for modeling, namely, the continuity of paths.
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This would also help to get around the problem of oil's volatility from year to year.
Most countries face a problem of double exposure: volatility in global food markets and meteorological variability affecting domestic production.
The problem of excess financial volatility is one that cannot be solved by any individual; but it can be solved by government.
In response to a recent request from the Group of 20 agriculture ministers to tackle the global problem of food price volatility, the F.A.O. will publish a Food Outlook report next month that will for the first time draw on data from a newly created Agricultural Market information System.
Based on the work of Rudin in [23], in recent years, the total variation regularization strategy has been applied to the problem of determining the volatility (see [13, 18, 24]).
His team took a new approach to the problem of thyroid hormone volatility but struggled to find an outlet for its research until 2000, when Kirk was summoned by the Virginia attorney general to brief him on the OxyContin-abuse epidemic.
"This year's budget actions show that the Mayor and the City Council have been more attentive to the long-term problem of Wall Street's volatility than officials in Albany, both the Governor and the Legislature," said H. Carl McCall, the New York State Comptroller.
This paper studies an inverse problem of determining the implied volatility in the financial products linked with gold price, which has important application in financial derivatives pricing.
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