Authors: A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

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


Author Profession: Mathematician


Find on Amazon: John Hull
Cite this Page: Citation