Salīdzināt metodes

	Stohastiskās mainības modelis (Heston)	Vidējās-variances portfeļa optimizācija (Markovics)
Nozare	Finanses	Finanses
Saime	Regression model	Regression model
Izcelsmes gads	1993	1952
Autors	Steven L. Heston	Harry Markowitz
Tips	Continuous-time stochastic volatility model	Mean-variance optimization model
Pirmavots	Heston, S. L. (1993). A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options. Review of Financial Studies, 6(2), 327-343.	Markowitz, H. (1952). Portfolio Selection. The Journal of Finance, 7(1), 77-91.
Citi nosaukumi	Heston model, SV model, continuous-time stochastic volatility, Stokastik Volatilite Modeli (Heston, SV)	Markowitz portfolio theory, modern portfolio theory, efficient frontier optimization, Ortalama-Varyans Portföy Optimizasyonu (Markowitz)
Saistītās	5	5
Kopsavilkums	The stochastic volatility model is a continuous-time option-pricing and risk framework in which volatility follows its own random process rather than staying constant. The Heston model, introduced by Steven Heston in 1993, gives the variance a mean-reverting square-root (CIR) dynamic and yields a closed-form option price; it is the continuous-time counterpart of GARCH.	Mean-variance portfolio optimization is the foundational model of modern portfolio theory, introduced by Harry Markowitz in 1952. It describes portfolios in an expected-return versus risk (variance) plane and traces the efficient frontier of allocations that offer the highest expected return for each level of risk, covering the minimum-variance portfolio, the maximum-Sharpe-ratio portfolio, and constrained variants.