Multi-factor model

英文Multi-factor model

中文 (征集中)

英文释义

Any model in which there are two or more uncertain parameters in the option price (one-factor models incorporate only one cause of uncertainty: the future price). Such models can be more realistic than one-factor models, particularly in modeling complex variables such as interest rates. Other problems, such as modeling spread options, automatically require a multi-factor model

中文释义

(征集中)

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