Sufficient dimension reduction: Difference between revisions

Latest revision as of 05:58, 18 August 2014

I'm Brooke and I live in Fort Collins.
I'm interested in Biochemistry, Cricket and Turkish art. I like to travel and reading fantasy.

Look at my website: Car parts online

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-{{Multiple issues|orphan = March 2012|context = December 2010|unreferenced = December 2010}}
+I'm Brooke and I live in Fort Collins. <br>I'm interested in Biochemistry, Cricket and Turkish art. I like to travel and reading fantasy.<br><br>Look at my website: [http://tire-review.com Car parts online]
-'''SVJ''' or the '''Stochastic Volatility Jump''' model is a model suggested by [[Jim Gatheral]].  This is a model that fits the observed implied volatility surface well.  The model is a [[Heston model|Heston process]] with an added Merton log-normal jump.
-==Model==
-The model assumes the following correlated processes:
-<math>dS=\mu S\,dt+\sqrt{\nu }S\,dZ_{1}+(e^{\alpha +\delta \epsilon} -1)Sdq</math>
-<math>d\nu =-\lambda (\nu - \overline{\nu })dt+\eta \sqrt{\nu }dZ_{2}</math>
-<math>\operatorname{corr}(dZ_{1}, dZ_{2}) =\rho</math>
-[[Category:Mathematical finance]]

Sufficient dimension reduction: Difference between revisions

Latest revision as of 05:58, 18 August 2014

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