Modeling Volatility
Methods of modelling the volatility smile include stochastic volatility models and local volatility models.
Read more about this topic: Volatility Smile
Famous quotes containing the word modeling:
“The computer takes up where psychoanalysis left off. It takes the ideas of a decentered self and makes it more concrete by modeling mind as a multiprocessing machine.”
—Sherry Turkle (b. 1948)
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