Pages that link to "Item:Q5934086"
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The following pages link to Stochastic volatility in financial markets. Crossing the bridge to continuous time (Q5934086):
Displaying 4 items.
- Portfolio optimization in discrete time with proportional transaction costs under stochastic volatility (Q470525) (← links)
- Approximating volatility diffusions with CEV-ARCH models (Q956536) (← links)
- The continuous limit of weak GARCH (Q5861045) (← links)
- Modeling the BUX index by a novel stochastic differential equation (Q5947890) (← links)