1. Lets consider briefly some models of volatility. For example, what is the mean-reverting model for volatility?...

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1. Let’s consider briefly some models of volatility. For example, what is the mean-reverting model for volatility? Are there any other models? Discuss briefly.

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Principles Of Financial Engineering

ISBN: 9780123735744

2nd Edition

Authors: Salih N. Neftci

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Question Posted: Oct 26, 2024 10:01 AM

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1. Lets consider briefly some models of volatility. For example, what is the mean-reverting model for volatility? Are there any other models? Discuss briefly.
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1. Lets consider briefly some models of volatility. For example, what is the mean-reverting model for volatility?...

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Principles Of Financial Engineering

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