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What does SV stand for?

SV stands for Stochastic Volatility

This definition appears very frequently 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.