Pages that link to "Item:Q2077847"
From MaRDI portal
The following pages link to Time-delayed stochastic volatility model (Q2077847):
Displaying 13 items.
- The time delay restraining the herd behavior with Bayesian approach (Q2150950) (← links)
- Effect of time delay on flocking dynamics (Q2167939) (← links)
- Volatility flocking by Cucker-Smale mechanism in financial markets (Q2216409) (← links)
- Delay Stochastic Models in Finance (Q2958818) (← links)
- Volatility Targeting Using Delayed Diffusions (Q4562721) (← links)
- (Q4688212) (← links)
- (Q5074406) (← links)
- A mathematical model for volatility flocking with a regime switching mechanism in a stock market (Q5255197) (← links)
- APPLICATION OF FLOCKING MECHANISM TO THE MODELING OF STOCHASTIC VOLATILITY (Q5300024) (← links)
- Stochastic Volatility Model with Time‐dependent Skew (Q5312583) (← links)
- Modeling market impact and timing risk in volume time (Q5420710) (← links)
- The stochastic delayed Cucker-Smale system in a harmonic potential field (Q6106889) (← links)
- Collective behaviors of stochastic agent-based models and applications to finance and optimization (Q6133473) (← links)