Pages that link to "Item:Q2784988"
From MaRDI portal
The following pages link to Stochastic stability of fractional \((B,S)\)-securities markets (Q2784988):
Displaying 7 items.
- Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset (Q1938966) (← links)
- Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics (Q2111626) (← links)
- Randomness and fractional stable distributions (Q2151705) (← links)
- Almost sure and moment stability properties of fractional order Black-Scholes model (Q2347308) (← links)
- Conditions of presence and absence of arbitrage for a model of \((B,S)\)-market defined by fractional Brownian motion (Q2755274) (← links)
- Stabilization of jump values of stocks and bonds in the \((B,S)\)-market model (Q2850848) (← links)
- (Q3647915) (← links)