Sentence examples for volatility terms from inspiring English sources

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

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.

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.

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.

(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].

They would be unable to change prices, leading to more volatility in terms of profits.

The impact or even hint of change in its ratings "causes serious volatility in terms of how our company is viewed in the equity markets," Brown says.