Draft Volatility Model

Creator

Creator

Seonglae Cho

Created

Created

2023 May 2 9:7

Editor

Editor

Seonglae Cho

Edited

Edited

2023 May 2 9:20

Refs

Refs

1년가

greek nu is drift

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Apply
Random Walk to this

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approximate return rate

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define and

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We can interpret related to

Market Draft and related to

즉 단위시간당 추세가 적용되고 변동성 random walk로 적

그런데 추세에도 변동성 제곱이 들어감 (1보다 작으므로 더작긴함)

Make them infinity

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