Pages that link to "Item:Q1606132"
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The following pages link to Stochastic calculus for assets with non-Gaussian price fluctuations (Q1606132):
Displaying 5 items.
- Fast convergence of path integrals for many-body systems (Q637754) (← links)
- Non-Gaussian distribution for stock returns and related stochastic differential equation (Q1000402) (← links)
- Option pricing from path integral for non-Gaussian fluctuations. Natural martingale and application to truncated Lèvy distributions (Q1611155) (← links)
- A model for stocks dynamics based on a non-Gaussian path integral (Q2156178) (← links)
- A generalized Fourier transform approach to risk measures (Q3301115) (← links)