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There are other models that take into account jumps in the prices/market. As for retail traders using these models, I think it is not recommended and not practi
by backlash875 7y ago
There are other models that take into account jumps in the prices/market. As for retail traders using these models, I think it is not recommended and not practical.
- hippich 7y agoAny names/links/etc to learn more about such models?
- backlash875 7y agoThe Heston model has stochastic volatility. You can add jumps to this: https://en.wikipedia.org/wiki/Stochastic_volatility_jump https://en.wikipedia.org/wiki/Stochastic_volatility_jump