This article describe about Stochastic Volatility, which is a statistical method in mathematical finance used to evaluate derivative securities, such as options. It is typically analyzed through sophisticated models, which became increasingly useful and accurate as computer technology improved. This improves the accuracy of models and forecasts. It’s models are one approach to resolve a shortcoming of the Black–Scholes model. Allowing the price to vary in the stochastic volatility models improved the accuracy of calculations and forecasts.
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