The following pages link to (Q4218375):
Displaying 10 items.
- GOE statistics for Lévy matrices (Q824414) (← links)
- Scaling and intermittency in animal behaviour (Q1581543) (← links)
- On uses, misuses and potential abuses of fractal analysis in zooplankton behavioral studies: a review, a critique and a few recommendations (Q1618514) (← links)
- Option price and market instability (Q1620477) (← links)
- Eigenvector statistics of Lévy matrices (Q2039453) (← links)
- Resonance phenomena in option pricing with arbitrage (Q2067175) (← links)
- Valuing options in shot noise market (Q2149143) (← links)
- Time evolution of a financial market index as an effect of the joint action of Gaussian and Lévy fluctuations (Q2711690) (← links)
- The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes (Q4292472) (← links)
- On option pricing models in the presence of heavy tails (Q5433102) (← links)