Stochastic volatility models have revolutionised the field of option pricing by allowing the volatility of an asset to vary randomly over time rather than remain constant. These models have ...
Testing several approaches for implied volatility modeling and forecasting. Design/methodology/approach – Comparative ...
Model investors are nearly two times more likely to say they are confident about the state of their finances, and are far more likely to trust their financial advisors than investors not in models.
We consider a p-dimensional time series where the dimension p increases with the sample size n. The resulting data matrix X follows a stochastic volatility model: each entry consists of a positive ...
We establish a pathwise large deviation principle for affine stochastic volatility models introduced by Keller-Ressel (2011), and present an application to variance reduction for Monte Carlo ...
2024 FEB 06 (NewsRx) -- By a News Reporter-Staff News Editor at Insurance Daily News-- Investigators publish new report on risk management. According to news originating from Hyogo, Japan, by NewsRx ...
Cryptopolitan on MSN
Bitcoin Volatility Rises: Analysts Point to This DeFi Token as the Next Big Move
Bitcoin has been swinging sharply again, crossing above and below the $100,000 mark as traders brace for new macro shifts.
Data models suggest the next bitcoin price bear market may be shallower than past cycles, revealing how maturity is reshaping ...
Token buy-and-burn models could play a significant role in shaping how volatility in smaller cryptocurrencies spills over into major assets such as Bitcoin (CRYPTO: BTC) and Ethereum (CRYPTO: ETH), ...
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