【摘要】 系统总结了随机波动模型(简称SV类模型)的研究动态,包括连续时间SV模型与离散时间SV模型,并对离散时间模型的分类,以及与连续时间SV模型之间的关系进行了阐述,提出了SV模型今后的研究发展方向,为SV模型的进一步研究和实际应用提供参考和借鉴。更多还原

【Abstract】 This paper systematically summarizes most stochastic volatility models,including continuous-time stochastic volatility models and discrete-time stochastic volatility models.Then discrete-time stochastic volatility models is classified systematically.The paper points out the connection of continuous-time stochastic volatility models and discrete-time stochastic volatility models.At last,the future research of SV models is remarked.All this can be used as a reference for further research and practical application of SV model.更多还原