Pages that link to "Item:Q1966855"
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The following pages link to Characterization of stationary distributions using conditional expectations (Q1966855):
Displaying 4 items.
- An empirical model of volatility of returns and option pricing (Q1409097) (← links)
- Scaling, correlations, and cascades in finance and turbulence (Q1409099) (← links)
- Langevin modelling of high-frequency Hang-Seng index data (Q1873973) (← links)
- Two Markovian models leading to the Pascalian (1D ultrarelativistic) stationary distribution (Q2425723) (← links)