John Hull - Alan White and I spent the next two or three years working together on this. We develope...

John Hull Zitate

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

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Deutsche Übersetzung

Alan White und ich haben die nächsten zwei oder drei Jahre daran gearbeitet. Wir haben ein sogenanntes stochastisches Volatilitätsmodell entwickelt. Dies ist ein Modell, bei dem sich die Volatilität sowie der zugrunde liegende Vermögenswert auf unvorhersehbare Weise bewegen.

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