About: Stochastic volatility

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When variance is a random variable

Property	Value
dbo:description	when variance is a random variable (en) коли дисперсія є випадковою величиною (uk)
dbo:wikiPageExternalLink	https://pyflux.readthedocs.io/ https://web.archive.org/web/20100508190932/http:/www.javaquant.net/papers/Heston-original.pdf http://www.wilmott.com/detail.cfm%3FarticleID=245 https://cran.r-project.org/web/packages/bayesGARCH/index.html https://cran.r-project.org/web/packages/fGarch/index.html https://cran.r-project.org/web/packages/rugarch/index.html https://cran.r-project.org/web/packages/stochvol/index.html http://www.library.cornell.edu/nr/bookcpdf.html https://www.amazon.com/s%3Fplatform=gurupa&url=index%3Dblended&keywords=inside+volatility+arbitrage http://ssrn.com/abstract=982221
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dbp:bot	InternetArchiveBot (en)
dbp:date	June 2018 (en)
dbp:fixAttempted	no (en)
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dct:subject	dbc:Derivatives_(finance) dbc:Mathematical_finance dbc:Options_(finance)
rdfs:label	Stochastic volatility (en) Volatilité stochastique (fr) 確率的ボラティリティモデル (ja) Volatilidade estocática (pt)
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