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What does SV stand for?

SV stands for Stochastic Volatility

This definition appears very rarely and is found in the following Acronym Finder categories:

  • Science, medicine, engineering, etc.

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We have 61 other meanings of SV in our Acronym Attic

Samples in periodicals archive:

of Oxford) draws together 16 papers by international contributors on the econometrics of stochastic volatility used in financial economics and mathematical finance, also influenced by the fields of probability theory and econometrics.
However, existing research (Bakshi, Cao, and Chen 1997; Nandi 1998; Dumas, Fleming, and Whaley 1998) suggests that even more sophisticated rebalancing schemes such as those using stochastic volatility models may not lead to substantially better results than the simple BSM model in the S&P 500 index options market.
Going Beyond the VIX - Solving the Challenges of Modeling Volatility "With the possibility of actually observing implied 'vol of vol' due to options trading on the VIX, stochastic volatility models of stock market indices have much more stringent bounds on their behavior, helping to resolve the limitations of previous models used," said Tom Davis, Vice President of the Client Solutions Group at Numerix.