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#stochastic

Read through the most famous quotes by topic #stochastic




Alan White and I spent the next two or three years working together on this. We developed what is known a stochastic volatility model. This is a model where the volatility as well as the underlying asset price moves around in an unpredictable way.


John Hull


#around #asset #developed #i #known

Briefly speaking, our conclusion is that stochastic volatility does not make a huge difference as far as the pricing is concerned if you get the average volatility right. It makes a big difference as far as hedging is concerned.


John Hull


#average #big #big difference #briefly #concerned

On the theoretical side, I was concerned with stochastic resonance.


Richard Ernst


#i #resonance #side #stochastic #theoretical






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