What does SV stand 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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Samples in periodicals archive:

2002: Range-based estimator of stochastic volatility models.

Impact of derivatives trading on emerging stock markets: some ...

Further, they argue that the cross-sectional variation in delta hedging returns and the time variation in volatility and jump risk imply that stochastic volatility risk drives these non-zero hedging returns.

Foreign exchange volatility is priced in equities

Bollerslev and Zhou (2006) use theoretical results based on a stochastic volatility model to show that empirical results for risk premiums will depend on structural parameters for realized volatilities constructed by the summation of squared returns from ultra-high-frequency data.

Asymmetric volatility, risk and filtered historical simulation

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.

Stochastic Volatility: Selected Readings

The high degree of excess kurtosis in the unconditional distribution indicates that stochastic volatility models may be well suited.

The Dynamics of the Australian Short-Term Interest Rate

Modeling the FX volatility smile is done by enabling the Heston stochastic volatility model as an FX component in Cross Currency models.

Numerix Cross Asset Analytics Platform Expanded to Include Commodities

The continuous time version of the stochastic volatility model that was proposed by Clark (1973), Tauchen and Pitts (1983), and others, is a description of speculative markets.

Describing the Nordic forward electric-power market: a stochastic ...

Pan (2002) develops a method to estimate the stochastic volatility model of Heston (1993) and finds that the market price for variance risk is negative.

Which daily price is less noisy?