Sentence examples for volatility term from inspiring English sources

(a, c) Volatility term structure of the absolute simulative returns with ¿6, ¿ = 0.5 and SSE Index returns respectively.

In the Heston model (Heston, 1993), the volatility term follows a mean-reverting, stochastic process with a square-root diffusion.

We also identify a new feature of CH variation we call Abundance Variability (AV) by analogy to the beta volatility term of mathematical portfolio analysis [19].

And since multi financial assets are considered, the drift and volatility terms involve the portfolio.

While often referred to as stochastic volatility models, the deterministic nature of the volatility terms they employ does not make the GARCH family stochastic in a strict sense.

It is more realistic than those addressed in Shiryaev et al. (2008) since m-dimensional financial assets are considered and the drift and volatility terms involving the portfolio.

Substituting (6) into (5) yields the wealth process x without the control variable in the drift and volatility terms left{begin{array}{rl} dx(s) &= x s)left{(r+vertthetavert^{2} ds + theta'dW s)right}, x 0) &= x_{0}, end{array}right.

Our investment problem, which includes the portfolio in the drift and volatility terms of the dynamic systems, makes the problem including multi-dimensional financial assets more realistic and meaningful.

Then substituting the optimal portfolio into the dynamic systems, we have the optimal stopping time problem with the wealth process without the control variable in the drift and volatility terms.

Furthermore, our investment problem, which includes the portfolio in the drift and volatility terms of the dynamic systems, makes the problem including multi-dimensional financial assets more realistic and meaningful.

Secondly, they involve the portfolio in the drift and volatility terms so that the problem of multi-dimensional financial assets are more realistic than those addressed in finance literature (see Capenter [22]).