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.

Author - John Hull


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Posted on 28 Nov 2024, this text provides information on Unpredictable related to John Hull. Please note that while accuracy is prioritized, the data presented might not be entirely correct or up-to-date. This information is offered for general knowledge and informational purposes only, and should not be considered as a substitute for professional advice.

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