stoch Quotes and Quotations
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stoch Quotes and Quotations
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- 1
On the theoretical side, I was concerned with stochastic resonance. Richard Ernst | top
- 2
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 | top
- 3
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 | top
